Common cycles in seasonally cointegrated time series (Q1391611): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Inference of Vector Autoregressive Models With Cointegration and Scalar Components / rank | |||
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| Property / cites work: Estimation of partially nonstationary vector autoregressive models with seasonal behavior / rank | |||
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| Property / cites work: Seasonal integration and cointegration / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0165-1765(96)00927-5 / rank | |||
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| Property / OpenAlex ID: W2038424931 / rank | |||
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Latest revision as of 11:07, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common cycles in seasonally cointegrated time series |
scientific article |
Statements
Common cycles in seasonally cointegrated time series (English)
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22 July 1998
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common trends
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seasonal non-stationary roots
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serial correlation common feature
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unit root
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