Bonferroni correction for seasonal cointegrating ranks (Q1046358)
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scientific article; zbMATH DE number 5651055
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bonferroni correction for seasonal cointegrating ranks |
scientific article; zbMATH DE number 5651055 |
Statements
Bonferroni correction for seasonal cointegrating ranks (English)
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21 December 2009
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cointegration
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seasonal unit root
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multiple comparison correction
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0.7386161088943481
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0.7350518107414246
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0.7336326837539673
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0.730197012424469
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0.7298542261123657
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