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Common cycles in seasonally cointegrated time series - MaRDI portal

Common cycles in seasonally cointegrated time series (Q1391611)

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scientific article; zbMATH DE number 1178119
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English
Common cycles in seasonally cointegrated time series
scientific article; zbMATH DE number 1178119

    Statements

    Common cycles in seasonally cointegrated time series (English)
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    22 July 1998
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    common trends
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    seasonal non-stationary roots
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    serial correlation common feature
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    unit root
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