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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
Cointegration
88%
Imply
20%
Invariance
83%
Linear Function
60%
Linear Process
38%
Linear transformation
100%
Nonstationary Processes
39%
Prediction Error
75%
Term Structure of Interest Rates
54%
Trends
95%