Singular value decomposition in cointegration analysis: a note regarding the difference stationary series
Year of publication: |
2008
|
---|---|
Authors: | Lazaridis, Alexis |
Published in: |
Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 42.2008, 5, p. 699-710
|
Publisher: |
Springer |
Subject: | Cointegration | Cointegrating vector | Integration | Singular value decomposition | Near integrated series |
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