conservative 发表于 2025-3-27 00:57:53

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争吵加 发表于 2025-3-27 02:00:13

Statistics from the Data Covariance Matrix,atistics represent the relations that hold among the deterministic trends but do not hold among the stochastic trends. Section 3.4 will show that the last . sets of statistics are related to the relations that hold among both the deterministic trends and the stochastic trends. Sections 3.5 and 3.6 w

凹槽 发表于 2025-3-27 08:34:56

Unit Root Tests,tion 5.5, and our proof of its applicability to Group 2 will be given in Section 5.6. So far we have assumed that the correct division among Groups ⊥, 2, and 1 is known, and that the division is used to assign the correct unit root tests to the principal components. In Section 5.7, we shall analyse

脱毛 发表于 2025-3-27 10:22:29

Simulation Studies, table is arranged so that it can be easily compared with the tables of probabilities produced by simulations on finite sample sizes. In Section 8.3 we shall also give instruction on the last grouping method, which was left unclear in Chapter 7. Section 8.4 will present our simulations studies. The

Immortal 发表于 2025-3-27 17:36:18

Co-trending: A Statistical System Analysis of Economic Trends

PHONE 发表于 2025-3-27 21:39:25

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特征 发表于 2025-3-27 23:23:36

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obeisance 发表于 2025-3-28 03:46:27

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orthodox 发表于 2025-3-28 06:50:20

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开玩笑 发表于 2025-3-28 12:31:17

cal inference on the parameters of relations among the deterministic trends. Co-trending is an important contribution to the fields of econometric methods, macroeconomics, and time series analyses..978-4-431-65914-3978-4-431-65912-9
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查看完整版本: Titlebook: Co-trending: A Statistical System Analysis of Economic Trends; Michio Hatanaka,Hiroshi Yamada Book 2003 Springer-Verlag Tokyo 2003 Co-brea