On seasonal error correction when the processes include different numbers of unit roots
Johan Lyhagen and Mårten Löf
| Year of publication: |
2003
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|---|---|
| Authors: | Lyhagen, Johan ; Löf, Mårten |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 5, p. 377-389
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| Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Theorie | Theory |
| 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/10001781687