COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374): Difference between revisions

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+The implications of periodically varying coefficients for seasonal time- series processes
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+On trends and constants in periodic autoregressions
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+A multivariate approach to modeling univariate seasonal time series
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+A method to select between periodic cointegration and seasonal cointegration
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+Seasonal cointegration. The Japanese consumption function (with discussion)
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Testing for an unstable root in conditional and structural error correction models
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+Maximum likelihood inference on cointegration and seasonal cointegration
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+Seasonal integration and cointegration
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+Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
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+A periodic cointegration model of quarterly consumption
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+A differencing test
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Multiple Time Series Regression with Integrated Processes
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