Determination of cointegrating rank in partially non stationary processes via a generalised von-Neumann criterion
Harris, D and Poskitt, D.S
Determination of cointegrating rank in partially non stationary processes via a generalised von-Neumann criterion J5709 2004 - 2004 - 191-217 V. 07 Issue. 1
Econometrics
Canonical correlations;Cointegrating rank;Multitaper spectral estimator;Non parametric methods;Partially non stationary time series;Von neumann criterion;
Determination of cointegrating rank in partially non stationary processes via a generalised von-Neumann criterion J5709 2004 - 2004 - 191-217 V. 07 Issue. 1
Econometrics
Canonical correlations;Cointegrating rank;Multitaper spectral estimator;Non parametric methods;Partially non stationary time series;Von neumann criterion;