Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207): Difference between revisions

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-.1016/j.csda.2004.05.016
@@ Property / DOI: 10.1016/j.csda.2004.05.016 / rank @@
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@@ Property / cites work @@
+Two Mixed Normal Densities from Cointegration Analysis
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+Estimation of partially nonstationary vector autoregressive models with seasonal behavior
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+SEASONALITY IN ECONOMIC MODELS
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+Five alternative methods of estimating long-run equilibrium relationships
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+Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence
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+Tests for cointegration. A Monte Carlo comparison
@@ Property / cites work: Tests for cointegration. A Monte Carlo comparison / rank @@
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+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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@@ Property / cites work @@
+A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING  RELATIONS
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+Likelihood analysis of seasonal cointegration
@@ Property / cites work: Likelihood analysis of seasonal cointegration / rank @@
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+Maximum likelihood inference on cointegration and seasonal cointegration
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+The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
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+Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
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@@ Property / DOI @@
+.1016/J.CSDA.2004.05.016
@@ Property / DOI: 10.1016/J.CSDA.2004.05.016 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:957207