Seasonal cointegration for monthly data (Q1927440): Difference between revisions

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+Seasonal unit roots in aggregate U.S. data (with discussion)
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+Testing for an unstable root in conditional and structural error correction models
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+A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN
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+Seasonal cointegration. The Japanese consumption function (with discussion)
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+The Econometric Analysis of Seasonal Time Series
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+The effect of seasonal adjustment filters on tests for a unit root (with discussion)
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+Seasonal integration and cointegration
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+Statistical analysis of cointegration vectors
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+Likelihood analysis of seasonal cointegration
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+TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS
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+Maximum likelihood inference on cointegration and seasonal cointegration
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+A note on the critical values for the maximum likelihood (seasonal) cointegration tests
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