Singular value decomposition in cointegration analysis: a note regarding the difference stationary series
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Bibliographic InfoArticle provided by Springer in its journal Quality & Quantity.
Volume (Year): 42 (2008)
Issue (Month): 5 (October)
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Web page: http://www.springer.com/economics/journal/11135
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- Alexis Lazaridis, 2007. "A Note Regarding the Condition Number: The Case of Spurious and Latent Multicollinearity," Quality & Quantity: International Journal of Methodology, Springer, vol. 41(1), pages 123-135, 02.
- Basu, Dipak R & Lazaridis, Alexis, 1983. "Stochastic Optimal Control by Pseudo-Inverse," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 347-50, May.
- Perron, Pierre & Vogelsang, Timothy J, 1992. "Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 467-70, October.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
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