The rank of a submatrix of cointegration
Year of publication: |
2005
|
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Authors: | Kurozumi, Eiji |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 2, p. 299-325
|
Subject: | Kointegration | Cointegration | Statistische Methode | Statistical method | Ranking-Verfahren | Ranking method |
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