Title of article
Nonstationary dynamic factor analysis
Author/Authors
Daniel Pe?a، نويسنده , , Pilar Poncela، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
21
From page
1237
To page
1257
Keywords
Canonical correlation , Cointegration and common factors , Eigenvectors and eigenvalues , Generalized covariance matrices , Vector time series , Wiener processes
Journal title
Journal of Statistical Planning and Inference
Serial Year
2006
Journal title
Journal of Statistical Planning and Inference
Record number
220097
Link To Document