Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hecq, Alain, Ricardo, Ivan, Wilms, Ines
Format:	Preprint
Published:	2024
Subjects:	Econometrics Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.05601