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THE RANK OF A SUBMATRIX OF COINTEGRATION - MaRDI portal

THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625)

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scientific article; zbMATH DE number 2173951
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English
THE RANK OF A SUBMATRIX OF COINTEGRATION
scientific article; zbMATH DE number 2173951

    Statements

    title
    THE RANK OF A SUBMATRIX OF COINTEGRATION (English)
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    author
    Eiji Kurozumi
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    publication date
    7 June 2005
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    zbMATH Keywords
    vector autoregressive process
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    tables
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    simulations
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P20
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    62H15
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    62E20
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    zbMATH DE Number
    2173951
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    OpenAlex ID
    W2161308129
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