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Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure.

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","aps":" D. Bauer and M. Wagner, Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure, Computational Statistics & Data Analysis **53**, 1954 (2009)."},"date_created":"2014-04-11T12:06:48Z","publication":"Computational Statistics & Data Analysis","intvolume":" 53","first_author":"Bauer, Dietmar","date_submitted":"2014-04-11T12:37:23Z","volume":"53","publisher":"Elsevier BV","accept":"1","type":"journal_article","status":"public","quality_controlled":"1","issue":"6","publication_identifier":{"issn":["0167-9473"]},"external_id":{"isi":["000264907200004"]},"author":[{"orcid":"0000-0003-2920-7032","last_name":"Bauer","id":"45080422","autoren_ansetzung":["Bauer, Dietmar","Bauer","Dietmar Bauer","Bauer, D","Bauer, D.","D Bauer","D. Bauer"],"full_name":"Bauer, Dietmar","first_name":"Dietmar","orcid_put_code_url":"https://api.orcid.org/v2.0/0000-0003-2920-7032/work/45248243"},{"first_name":"Martin","full_name":"Wagner, Martin","autoren_ansetzung":["Wagner, Martin","Wagner","Martin Wagner","Wagner, M","Wagner, M.","M Wagner","M. Wagner"],"last_name":"Wagner"}],"date_updated":"2018-07-24T13:01:26Z","title":"Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure"}]