Likelihood analysis of seasonal cointegration (Q1305672)
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scientific article; zbMATH DE number 1342894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood analysis of seasonal cointegration |
scientific article; zbMATH DE number 1342894 |
Statements
Likelihood analysis of seasonal cointegration (English)
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1999
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Serial correlation
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Wald test
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Structural change
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Slope shift
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Unit root
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Simulation
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0.9369466
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0.90812963
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0.8946204
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0.8941011
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0.8866053
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