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