Using subspace algorithm cointegration analysis: simulation performance and application to the term structure
type: Item
instance of: scholarly article
title: Using subspace algorithm cointegration analysis: simulation performance and application to the term structure
zbMATH Open document ID: 1453.62039
author: Dietmar Bauer
author: Martin Wagner
published in: Computational Statistics and Data Analysis
publication date: 2010-03-30T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 5687904
MaRDI profile type: Publication
full work available at URL: j.csda.2008.10.039
OpenAlex ID: W2035690211
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DOI: 10.1016/J.CSDA.2008.10.039
description: scientific article; zbMATH DE number 5687904