000 | 00695nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aHarris, D and Poskitt, D.S | ||
240 | _aEconometrics Journal (3 Issues per Annualy) | ||
245 | _aDetermination of cointegrating rank in partially non stationary processes via a generalised von-Neumann criterion | ||
246 |
_aJ5709 _f2004 |
||
260 | _c2004 | ||
300 |
_bV. 07 _cIssue. 1 _a191-217 |
||
366 | _b2004 | ||
366 | _bJuly | ||
650 | _aEconometrics | ||
653 | _aCanonical correlations;Cointegrating rank;Multitaper spectral estimator;Non parametric methods;Partially non stationary time series;Von neumann criterion; | ||
942 | _cJA | ||
999 |
_c42745 _d42745 |