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COINTEGRATION AND COMMON FACTORS - MaRDI portal

COINTEGRATION AND COMMON FACTORS (Q4319852)

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scientific article; zbMATH DE number 711392
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English
COINTEGRATION AND COMMON FACTORS
scientific article; zbMATH DE number 711392

    Statements

    title
    COINTEGRATION AND COMMON FACTORS (English)
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    author
    Alvaro Escribano
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    Daniel Peña
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    publication date
    15 January 1995
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    zbMATH Keywords
    common factor representations
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    cointegrated vectors
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    dynamic factor model
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    trend representations
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    new normalization
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    moving-average polynomials
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    uncorrelated shocks
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    Identifiers

    zbMATH DE Number
    711392
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    OpenAlex ID
    W1985118187
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