Testing collinearity of vector time series
Year of publication: |
2019
|
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Authors: | McElroy, Tucker ; Jach, Agnieszka |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 22.2019, 2, p. 97-116
|
Subject: | Trend co-integration | seasonal co-integration | Schur complement | spectral densityrank | fixed-b asymptotics | subsampling | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory | Saisonale Schwankungen | Seasonal variations |
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