Inference of seasonal cointegration with linear restrictions (Q5433112): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:02, 9 February 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
