Seasonal integration and cointegration (Q106272)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Seasonal integration and cointegration |
scientific article |
Statements
44
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1-2
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215-238
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April 1990
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1990
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Seasonal integration and cointegration (English)
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tests for roots
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linear time series
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seasonal frequencies
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Critical values
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Monte Carlo
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multivariate processes
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error-correction representations
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cointegration
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