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Testing Collinearity of Vector Time Series

Research output: Contribution to journalArticleScientificpeer-review

LanguageEnglish
Peer-reviewed scientific journalThe Econometrics Journal
Volume22
Issue number2
Pages97-116
Number of pages20
ISSN1368-4221
DOIs
Publication statusPublished - 29.01.2019
MoE publication typeA1 Journal article - refereed

    Research areas

  • 512 Business and Management - Trend co-integration, Seasonal co-integration, Schur complement, Spectral density rank, Fixed-b asymptotics, Subsampling

DOI

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