Inference of seasonal cointegration with linear restrictions (Q5433112): Difference between revisions

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+https://doi.org/10.1080/10629360600569436
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+W2139674944
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+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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+Maximum likelihood inference on cointegration and seasonal cointegration
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+Estimation of partially nonstationary vector autoregressive models with seasonal behavior
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+Small-sample improvements in the statistical analysis of seasonally cointegrated systems
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+Q4840212
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+Elements of multivariate time series analysis.
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+Nested Reduced-Rank Autogressive Models for Multiple Time Series
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+A small sample correction for tests of hypotheses on the cointegrating vectors
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