Estimating the rank of the spectral density matrix
Year of publication: |
2004
|
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Authors: | Camba-Méndez, Gonzalo ; Kapetanios, George |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Spectral Density Matrix | Tests of Rank |
Series: | ECB Working Paper ; 349 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/152783 [Handle] RePEc:ecb:ecbwps:20040349 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Estimating the rank of the spectral density matrix
Camba-Méndez, Gonzalo, (2004)
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