Tests of seasonal integration and cointegration in multivariante unobserved component models
by Fabio Busetti
| Year of publication: |
2003
|
|---|---|
| Authors: | Busetti, Fabio |
| Publisher: |
Roma : Banca d'Italia |
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Industrieproduktion | Industrial production | EU-Staaten | EU countries | Saisonkomponente | Seasonal component |
| Extent: | 40 S. |
|---|---|
| Series: | Temi di discussione del Servizio Studi / Banca d'Italia. - Roma, ZDB-ID 2265664-9. - Vol. 476 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.bancaditalia.it/ricerca/consultazioni/temidi/td03/td476/td_476/tema_476_03.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013439335