Inference of seasonal cointegration with linear restrictions (Q5433112): Difference between revisions
From MaRDI portal
Latest revision as of 14:30, 27 June 2024
scientific article; zbMATH DE number 5221755
Language | Label | Description | Also known as |
---|---|---|---|
English | Inference of seasonal cointegration with linear restrictions |
scientific article; zbMATH DE number 5221755 |
Statements
Inference of seasonal cointegration with linear restrictions (English)
0 references
19 December 2007
0 references
hypothesis testing
0 references
cointegrating vectors
0 references
Gaussian reduced-rank estimation
0 references
seasonal unit root
0 references
0 references
0 references