On cointegration for processes integrated at different frequencies (Q5095290): Difference between revisions

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+https://doi.org/10.1111/jtsa.12620
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+W3082308418
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+A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES
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+COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
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+TIME-VARYING COINTEGRATION
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+The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
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+ON GENERALIZED FRACTIONAL PROCESSES
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+MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I
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+MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART II
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+FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES
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+Seasonal integration and cointegration
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+Likelihood analysis of seasonal cointegration
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+COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
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+REGRESSION-BASED SEASONAL UNIT ROOT TESTS
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