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Successive normalization of rectangular arrays
Normalization standardization backwards martingale convergence theorem
2010/10/14
Standard statistical techniques often require transforming data to have mean 0 and standard deviation 1. Typically, this process of "standardization" or "normalization" is applied across subjects when...
The Wald-Type Test of a Normalization of Cointegrating Vectors
cointegration identification normalization vector autoregression
2009/3/5
This paper proposes a test for the normalization of cointegrating vectors. Our test is constructed using the unrestricted maximum likelihood estimator and then it may be seen as a Wald-type test. The ...