System estimators of cointegrating matrix in absence of normalising information
type: Item
instance of: scholarly article
title: System estimators of cointegrating matrix in absence of normalising information
zbMATH Open document ID: 1041.62518
DOI: 10.1016/S0304-4076(97)00104-8
author: Minxian Yang
published in: Journal of Econometrics
publication date: 1998-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1326107
zbMATH Keywords: multiple time series
zbMATH Keywords: canonical correlation analysis
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1326107