Seasonal integration and cointegration (Q106272)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Seasonal integration and cointegration |
scientific article; zbMATH DE number 4166427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Seasonal integration and cointegration |
scientific article; zbMATH DE number 4166427 |
Statements
44
0 references
1-2
0 references
215-238
0 references
April 1990
0 references
1990
0 references
Seasonal integration and cointegration (English)
0 references
tests for roots
0 references
linear time series
0 references
seasonal frequencies
0 references
Critical values
0 references
Monte Carlo
0 references
multivariate processes
0 references
error-correction representations
0 references
cointegration
0 references
