Singular value decomposition in cointegration analysis: a note regarding the difference stationary series
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Volume (Year): 42 (2008)
Issue (Month): 5 (October)
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- Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993. "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107, December.
- David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
- 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.
- Alexis Lazaridis, 1986. "A note regarding the problem of perfect multicollinearity," Quality & Quantity- International Journal of Methodology, Springer, vol. 20(2), pages 297-306, June.
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