Research Catalog

Estimating the rank of the spectral density matrix / by Gonzalo Camba-Mendez and George Kapetanios.

Title
Estimating the rank of the spectral density matrix / by Gonzalo Camba-Mendez and George Kapetanios.
Author
Camba Mendez, Gonzalo.
Publication
Frankfurt am Main, Germany : European Central Bank, 2004.

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Details

Additional Authors
  • Kapetanios, G. (George)
  • European Central Bank
Series Statement
Working paper series / European Central Bank, 1561-0810 ; working paper no. 349
Uniform Title
Working paper series (European Central Bank) working paper no. 349.
Note
  • "April 2004."
Bibliography (note)
  • Includes bibliographical references (pages 17-18).
Processing Action (note)
  • committed to retain
OCLC
  • 56562065
  • SCSB-9992692
Owning Institutions
Harvard Library