Subspace-based methods to determine unit roots and cointegrating ranks.
García-Hiernaux, Alfredo ; Casals, José ; Jerez, Miguel
Revista Colombiana de Estadística, Tome 30 (2007), p. 77-96 / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:54669 
@article{05356461,
     title = {Subspace-based methods to determine unit roots and cointegrating ranks.},
     journal = {Revista Colombiana de Estad\'\i stica},
     volume = {30},
     year = {2007},
     pages = {77-96},
     zbl = {1148.62068},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05356461}
}

García-Hiernaux, Alfredo; Casals, José; Jerez, Miguel. Subspace-based methods to determine unit roots and cointegrating ranks.. Revista Colombiana de Estadística, Tome 30 (2007) pp. 77-96. http://gdmltest.u-ga.fr/item/05356461/