Maximum eigenvalue test for seasonal cointegrating ranks
Byeongchan Seong, Sinsup Cho and Sung K. Ahn
| Year of publication: |
2006
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|---|---|
| Authors: | Seong, Byeongchan ; Cho, Sinsup ; Ahn, Sung K. |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 68.2006, 4, p. 497-514
|
| Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Saisonkomponente | Seasonal component |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003357466