Harris, D and Poskitt, D.S <br/><br/>
Determination of cointegrating rank in partially non stationary processes via a generalised von-Neumann criterion 
 J5709  2004 

 -  2004 
 - 191-217  V.  07  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Canonical correlations;Cointegrating rank;Multitaper spectral estimator;Non parametric methods;Partially non stationary time series;Von neumann criterion;