Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion |
scientific article |
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Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (English)
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6 January 2005
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spectral singularity
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rank defficiency
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multitaper spectral estimator
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partially non-stationary time series
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