Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077): Difference between revisions

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+DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Testing for Unit Roots in Seasonal Time Series
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Seasonal cointegration. The Japanese consumption function (with discussion)
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+A multivariate approach to modeling univariate seasonal time series
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+Seasonal integration and cointegration
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+Time Series Regression with a Unit Root
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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