Semiparametric selection of seasonal cointegrating ranks using information criteria (Q2446289)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric selection of seasonal cointegrating ranks using information criteria |
scientific article |
Statements
Semiparametric selection of seasonal cointegrating ranks using information criteria (English)
0 references
16 April 2014
0 references
seasonal cointegration
0 references
seasonal error correction model
0 references
seasonal unit roots
0 references
