Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081)
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scientific article; zbMATH DE number 110402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood inference on cointegration and seasonal cointegration |
scientific article; zbMATH DE number 110402 |
Statements
Maximum likelihood inference on cointegration and seasonal cointegration (English)
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4 February 1993
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testing procedures
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cointegration
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seasonal cointegration
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nonstationary time series
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unit roots
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seasonal frequencies
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maximum likelihood inference
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existence of cointegrating vectors
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critical values
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Monte Carlo simulation
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seasonally adjusted data
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Canadian data
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unemployment
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immigration rates
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