Small-sample improvements in the statistical analysis of seasonally cointegrated systems
| Year of publication: |
2005
|
|---|---|
| Authors: | Cubadda, Gianluca ; Omtzigt, Pieter |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 49.2005, 2, p. 333-348
|
| Publisher: |
Elsevier |