Testing collinearity of vector time series
type: Item
instance of: scholarly article
title: Testing collinearity of vector time series
author: Agnieszka Jach
author: Tucker S. McElroy
publication date: 2022-06-24T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7547361
zbMATH Keywords: trend co-integration
zbMATH Keywords: seasonal co-integration
zbMATH Keywords: Schur complement
zbMATH Keywords: spectral density rank
zbMATH Keywords: fixed-\(b\) asymptotics
zbMATH Keywords: subsampling
MaRDI profile type: Publication
full work available at URL: uty002
OpenAlex ID: W2914708379
DOI: 10.1093/ECTJ/UTY002
published in: Econometrics Journal
description: scientific article; zbMATH DE number 7547361