Estimating cointegrated systems using subspace algorithms
type: Item
instance of: scholarly article
title: Estimating cointegrated systems using subspace algorithms
zbMATH Open document ID: 1031.62069
DOI: 10.1016/S0304-4076(02)00119-7
author: Dietmar Bauer
author: Martin Wagner
published in: Journal of Econometrics
publication date: 2003-04-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 1895697
zbMATH Keywords: Cointegration
zbMATH Keywords: Subspace algorithms
zbMATH Keywords: State space representation
MaRDI profile type: Publication
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full work available at URL: s0304-4076(02)00119-7
OpenAlex ID: W2023592030
description: scientific article; zbMATH DE number 1895697