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Normalization in cointegrated time series systems

✍ Scribed by Robert J. Rossana

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Nonstationary time series and cointegrat

✍ Peter C. B. Phillips 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 663 KB

Separation in Cointegrated Systems

✍ Haldrup, N. 📂 Article 📅 2010 🏛 Oxford University Press 🌐 English ⚖ 88 KB

Error Correction Models for Fractionally

✍ Ingolf Dittmann 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 87 KB

Testing of Fractional Cointegration in M

✍ Luis A. Gil-Alana 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 108 KB

Complex Reduced Rank Models For Seasonal

✍ Gianluca Cubadda 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 230 KB

Spectral Regression For Cointegrated Tim

✍ D. Marinucci 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 262 KB