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On the Role of Seasonal Intercepts in Seasonal Cointegration
Franses, Philip Hans; Kunst, Robert M. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 409-434
Persistent link: https://www.econbiz.de/10006460280
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On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 409-433
Persistent link: https://www.econbiz.de/10001407391
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Testing for Seasonal Unit Roots in Monthly Panels of Time Series*
Kunst, Robert M.; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 469-489
Persistent link: https://www.econbiz.de/10009165183
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Testing for seasonal unit roots in monthly panels of time series
Kunst, Robert M.; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 469-488
Persistent link: https://www.econbiz.de/10009241613