scientific article; zbMATH DE number 1098830

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zbMath0895.62062MaRDI QIDQ4369002

Ngai Hang Chan, Ruey S. Tsay

Publication date: 1996

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

zbMATH Keywords

bootstrap simulation vector time series co-integration canonical correlations Dickey-Fuller test empirical critical values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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