Bonferroni correction for seasonal cointegrating ranks
type: Item
instance of: scholarly article
title: Bonferroni correction for seasonal cointegrating ranks
zbMATH Open document ID: 1181.62145
author: Byeongchan Seong
published in: Economics Letters
publication date: 2009-12-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J15
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 5651055
zbMATH Keywords: cointegration
zbMATH Keywords: seasonal unit root
zbMATH Keywords: multiple comparison correction
MaRDI profile type: Publication
full work available at URL: j.econlet.2009.01.017
OpenAlex ID: W1995145963
cites work: Estimation of partially nonstationary vector autoregressive models with seasonal behavior
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cites work: A note on the critical values for the maximum likelihood (seasonal) cointegration tests
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models
DOI: 10.1016/J.ECONLET.2009.01.017
description: scientific article; zbMATH DE number 5651055