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Seasonal cointegration for monthly data

✍ Scribed by Olivier Darné

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bonferroni correction for seasonal coint

✍ Byeongchan Seong 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 149 KB

TESTS FOR SEASONAL COINTEGRATION USING P

✍ Roselyne Joyeux 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 390 KB

Maximum Eigenvalue Test for Seasonal Coi

✍ Byeongchan Seong; Sinsup Cho; Sung K. Ahn 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

SEASONALITY, COINTEGRATION AND ERROR COR

✍ A. S. HURN 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 589 KB

Inference of Seasonal Cointegration: Gau

✍ Sung K. Ahn; Sinsup Cho; B. Chan Seong 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB

Complex Reduced Rank Models For Seasonal

✍ Gianluca Cubadda 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 230 KB