Semiparametric selection of seasonal cointegrating ranks using information criteria
Byeongchan Seong
| Year of publication: |
2013
|
|---|---|
| Authors: | Seong, Byeongchan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 3, p. 592-595
|
| Subject: | Seasonal cointegration | Seasonal error correction model | Seasonal unit roots | Saisonale Schwankungen | Seasonal variations | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Saisonkomponente | Seasonal component | Schätztheorie | Estimation 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/10010187163