{"id":"https://openalex.org/W4247454824","doi":"https://doi.org/10.1007/978-1-4471-0151-2_21","title":"Cointegration","display_name":"Cointegration","publication_year":2002,"publication_date":"2002-01-01","ids":{"openalex":"https://openalex.org/W4247454824","doi":"https://doi.org/10.1007/978-1-4471-0151-2_21"},"language":"en","primary_location":{"id":"doi:10.1007/978-1-4471-0151-2_21","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4471-0151-2_21","pdf_url":null,"source":{"id":"https://openalex.org/S4210236473","display_name":"Perspectives in neural computing","issn_l":"1431-6854","issn":["1431-6854"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Perspectives in Neural Computing","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049986776","display_name":"Andrew N. Burgess","orcid":"https://orcid.org/0000-0002-1701-5773"},"institutions":[{"id":"https://openalex.org/I4210125307","display_name":"Morgan Stanley (United Kingdom)","ror":"https://ror.org/03csd5507","country_code":"GB","type":"company","lineage":["https://openalex.org/I2802755631","https://openalex.org/I4210125307"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"A. Neil Burgess","raw_affiliation_strings":["Vice President,\n        Portfolio Products, Institutional Equity Division, Morgan Stanley, London, UK","Portfolio Products, Institutional Equity Division, London, UK"],"affiliations":[{"raw_affiliation_string":"Vice President,\n        Portfolio Products, Institutional Equity Division, Morgan Stanley, London, UK","institution_ids":["https://openalex.org/I4210125307"]},{"raw_affiliation_string":"Portfolio Products, Institutional Equity Division, London, UK","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5049986776"],"corresponding_institution_ids":["https://openalex.org/I4210125307"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.59253656,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"181","last_page":"191"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.0843999981880188,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.0843999981880188,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.06300000101327896,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.05299999937415123,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cointegration","display_name":"Cointegration","score":0.7680532932281494},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6303071975708008},{"id":"https://openalex.org/keywords/predictability","display_name":"Predictability","score":0.6220222115516663},{"id":"https://openalex.org/keywords/principal-component-analysis","display_name":"Principal component analysis","score":0.5869134068489075},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.5290737748146057},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5103201270103455},{"id":"https://openalex.org/keywords/canonical-correlation","display_name":"Canonical correlation","score":0.48796409368515015},{"id":"https://openalex.org/keywords/representation","display_name":"Representation (politics)","score":0.4376758635044098},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.37218984961509705},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.34536224603652954},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.32998669147491455},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2654304504394531}],"concepts":[{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.7680532932281494},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6303071975708008},{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.6220222115516663},{"id":"https://openalex.org/C27438332","wikidata":"https://www.wikidata.org/wiki/Q2873","display_name":"Principal component analysis","level":2,"score":0.5869134068489075},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.5290737748146057},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5103201270103455},{"id":"https://openalex.org/C153874254","wikidata":"https://www.wikidata.org/wiki/Q115542","display_name":"Canonical correlation","level":2,"score":0.48796409368515015},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.4376758635044098},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.37218984961509705},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.34536224603652954},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.32998669147491455},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2654304504394531},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-1-4471-0151-2_21","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4471-0151-2_21","pdf_url":null,"source":{"id":"https://openalex.org/S4210236473","display_name":"Perspectives in neural computing","issn_l":"1431-6854","issn":["1431-6854"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Perspectives in Neural Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5,"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2726467123","https://openalex.org/W2064726690","https://openalex.org/W4254065731","https://openalex.org/W4252678288","https://openalex.org/W1607297154","https://openalex.org/W4210820789","https://openalex.org/W2913177154","https://openalex.org/W4237782192","https://openalex.org/W4235131201","https://openalex.org/W2132703645"],"abstract_inverted_index":null,"counts_by_year":[{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2022-05-12T00:00:00"}
