TY  - RPRT
AU  - Hiernaux, Alfredo G.
AU  - Jerez Méndez, Miguel
AU  - Casals Carro, José
PY  - 2005
UR  - https://hdl.handle.net/20.500.14352/56633
AB  - We propose a new procedure to detect unit roots based on subspace methods. It has three main original features. First, the same method can be applied to single or multiple time series. Second, it employs a flexible family of information criteria,...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - State-space models
KW  - Subspace methods
KW  - Unit roots
KW  - Cointegration
TI  - Unit roots and cointegrating matrix estimation using subspace methods
TY  - technical report
VL  - 2005
ER  -