Before structural health monitoring (SHM) technologies can be reliably implemented on structures outside laboratory conditions, the problem of environmental variability in monitored features must be ...
Nonlinear cointegration and time series analysis represent a dynamic area of research that extends the classical framework of cointegration by allowing the long-run equilibrium relationships among ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We investigate the properties of Johansen's (1988, 1991) maximum eigenvalue and trace tests for cointegration under the ...
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