Identifying Cointegration by Eigenanalysis
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Publication:5231517
DOI10.1080/01621459.2018.1458620zbMath1420.62404arXiv1505.00821OpenAlexW2963812463MaRDI QIDQ5231517
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Publication date: 27 August 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.00821
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