Narrow search
Showing 1 - 4 of 4
Cover Image
Forecasting performance of seasonal cointegration models
Löf, Mårten - In: On seasonality and cointegration, (pp. 27-45). 2001
Persistent link: https://www.econbiz.de/10001597303
Cover Image
On forecasting cointegrated seasonal time series
Löf, Mårten - In: On seasonality and cointegration, (pp. 47-69). 2001
Persistent link: https://www.econbiz.de/10001597304
Cover Image
Size and power of the likelihood ratio test for seasonal conitegration in small samples : a Monte Carlo study
Löf, Mårten - In: On seasonality and cointegration, (pp. 71-90). 2001
Persistent link: https://www.econbiz.de/10001597306
Cover Image
On seasonal error correction when the processes include different numbers of unit roots
Löf, Mårten - In: On seasonality and cointegration, (pp. 91-110). 2001
Persistent link: https://www.econbiz.de/10001597308