Pages that link to "Item:Q3632374"
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The following pages link to COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374):
Displaying 14 items.
- A note on the critical values for the maximum likelihood (seasonal) cointegration tests (Q672562) (← links)
- Temporal aggregation in a periodically integrated autoregressive process (Q1129424) (← links)
- Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
- The effects of \(I(1)\) series on cointegration inference (Q1428295) (← links)
- Cointegration in singular ARMA models (Q1673429) (← links)
- Noncontemporaneous cointegration and the importance of timing (Q1927729) (← links)
- Asymptotic analysis of non-periodical cointegration with high seasonals (Q2316792) (← links)
- Periodic and seasonal (co-)integration in the state space framework (Q2328546) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
- Estimation of Cointegrated Systems with I(2) Processes (Q3365343) (← links)
- TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS (Q4012951) (← links)
- Cointegrated Linear Processes in Hilbert Space (Q4596436) (← links)
- A periodic cointegration model of quarterly consumption (Q4842359) (← links)