Author :
David A. Dickey استاد مشاور , Peter Bloomfield استاد مشاور , Denis Pelletier استاد مشاور , Alastair R. Hall استاد راهنما
Keyword :
long run canonical correlations , coherence at frequency zero , canonical coherences at frequency zero , near-integrated , non-centrality parameter , Hannan and Likehood Ratio tests of persistence , canonical correlations , Hannan and Likehood Ratio tests of exogeneity
