Semiparametric selection of seasonal cointegrating ranks using information criteria (Q2446289): Difference between revisions
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| Property / cites work: Semiparametric cointegrating rank selection / rank | |||
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| Property / cites work: Q4195812 / rank | |||
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| Property / cites work: THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION / rank | |||
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| Property / cites work: A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA / rank | |||
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Latest revision as of 09:43, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric selection of seasonal cointegrating ranks using information criteria |
scientific article |
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Semiparametric selection of seasonal cointegrating ranks using information criteria (English)
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16 April 2014
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seasonal cointegration
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seasonal error correction model
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seasonal unit roots
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