scientific article; zbMATH DE number 1208131

zbMath0905.62119MaRDI QIDQ4212965

Francisco Javier Fernández-MacHo

Publication date: 9 February 1999

Full work available at URL: https://eudml.org/doc/27284

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum likelihood estimationcointegrationfactor analysisunit roots

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Economic time series analysis (91B84)

Related Items (1)

Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects

Cites Work

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