Singular value decomposition in cointegration analysis: a note regarding the difference stationary series

Alexis Lazaridis ()
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Alexis Lazaridis: http://users.auth.gr/lazaridi

Quality & Quantity: International Journal of Methodology, 2008, vol. 42, issue 5, 699-710

Keywords: Cointegration; Cointegrating vector; Integration; Singular value decomposition; Near integrated series (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s11135-007-9120-4

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