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An Invariance Property of the Common Trends under Linear Transformations of the Data
Søren Johansen
,
Katarina Juselius
Department of Economics
555
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Dive into the research topics of 'An Invariance Property of the Common Trends under Linear Transformations of the Data'. Together they form a unique fingerprint.
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Mathematics
Linear transformation
100%
Trends
95%
Cointegration
88%
Invariance
83%
Prediction Error
75%
Linear Function
60%
Term Structure of Interest Rates
54%
Nonstationary Processes
39%
Linear Process
38%
Imply
20%