Subspace-based methods to determine unit roots and cointegrating ranks.
García-Hiernaux, Alfredo; Casals, José; Jerez, Miguel
Revista Colombiana de Estadística (2007)
- Volume: 30, Issue: 1, page 77-96
- ISSN: 0120-1751
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topGarcía-Hiernaux, Alfredo, Casals, José, and Jerez, Miguel. "Subspace-based methods to determine unit roots and cointegrating ranks.." Revista Colombiana de Estadística 30.1 (2007): 77-96. <http://eudml.org/doc/54669>.
@article{García2007,
author = {García-Hiernaux, Alfredo, Casals, José, Jerez, Miguel},
journal = {Revista Colombiana de Estadística},
keywords = {state space models; time series analysis; information criteria; loss function},
language = {eng},
number = {1},
pages = {77-96},
publisher = {Departamento de Estadística de la Universidad Nacional de Colombia},
title = {Subspace-based methods to determine unit roots and cointegrating ranks.},
url = {http://eudml.org/doc/54669},
volume = {30},
year = {2007},
}
TY - JOUR
AU - García-Hiernaux, Alfredo
AU - Casals, José
AU - Jerez, Miguel
TI - Subspace-based methods to determine unit roots and cointegrating ranks.
JO - Revista Colombiana de Estadística
PY - 2007
PB - Departamento de Estadística de la Universidad Nacional de Colombia
VL - 30
IS - 1
SP - 77
EP - 96
LA - eng
KW - state space models; time series analysis; information criteria; loss function
UR - http://eudml.org/doc/54669
ER -
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