Likelihood analysis of seasonal cointegration (Q1305672)

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scientific article
Language Label Description Also known as
English
Likelihood analysis of seasonal cointegration
scientific article

    Statements

    title
    Likelihood analysis of seasonal cointegration (English)
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    author
    Ernst Schaumburg
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    Søren Glud Johansen
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    publication date
    1999
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    zbMATH Keywords
    Serial correlation
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    Wald test
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    Structural change
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    Slope shift
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    Unit root
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    Simulation
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    91B84
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    zbMATH DE Number
    1342894
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    Wikidata QID
    Q126351853
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