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On the Nearly Nonstationary Seasonal Time Series

โœ Scribed by Ngai Hang Chan


Book ID
115056997
Publisher
John Wiley and Sons
Year
1989
Tongue
French
Weight
335 KB
Volume
17
Category
Article
ISSN
0319-5724

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In this paper we focus on the eect of (i) deleting, (ii) restricting or (iii) not restricting seasonal intercept terms on forecasting sets of seasonally cointegrated macroeconomic time series for Austria, Germany and the UK. A ยฎrst empirical result is that the number of cointegrating vectors as well