Ahn, Sung K.; Cho, Sinsup; Seong, B. Chan - In: Oxford Bulletin of Economics and Statistics 66 (2004) 2, pp. 261-284
An extension of Gaussian reduced rank estimation of Ahn and Reinsel ("Journal of Econometrics", Vol. 62, pp. 317-350, 1994) to seasonal periods other than four is presented. Simple adjustments for estimation that are necessary because of complex-valued seasonal unit roots are presented in detail...
