Singular value decomposition in cointegration analysis: a note regarding the difference stationary series
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DOI: 10.1007/s11135-007-9120-4
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- Athanasenas, Athanasios L., 2010. "Credit, income, and causality: A contemporary co-integration analysis," European Journal of Operational Research, Elsevier, vol. 201(1), pages 194-205, February.
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