مرکز منطقه ای اطلاع رساني علوم و فناوري - A unifying framework for analysing common cyclical features in cointegrated time series

Title of article :

A unifying framework for analysing common cyclical features in cointegrated time series

Author/Authors :

Gianluca Cubadda، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

896

To page :

906

Keywords :

Reduced rank regression , Common features

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2007

Journal title :

Computational Statistics and Data Analysis

Record number :

145586

Link To Document :