Title of article :
Numerically stable cointegration analysis
Author/Authors :
Jurgen A. Doornik، نويسنده , , R. J. OʹBrien، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
9
From page :
185
To page :
193
Keywords :
Cointegration , Reduced rank , Singular-value decomposition , QR decomposition
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2002
Journal title :
Computational Statistics and Data Analysis
Record number :
307580
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307580
بازگشت