Seasonal cointegration for monthly data (Q1927440)

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Language	Label	Description	Also known as
English	Seasonal cointegration for monthly data	scientific article

Statements

scholarly article

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Seasonal cointegration for monthly data (English)

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Economics Letters

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publication date

1 January 2013

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zbMATH Keywords

seasonal cointegration

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seasonality

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monthly data

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.econlet.2003.09.004

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Seasonal unit roots in aggregate U.S. data (with discussion)

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Testing for an unstable root in conditional and structural error correction models

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A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN

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Seasonal cointegration. The Japanese consumption function (with discussion)

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The Econometric Analysis of Seasonal Time Series

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The effect of seasonal adjustment filters on tests for a unit root (with discussion)

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Seasonal integration and cointegration

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Statistical analysis of cointegration vectors

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Likelihood analysis of seasonal cointegration

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TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS

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Maximum likelihood inference on cointegration and seasonal cointegration

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A note on the critical values for the maximum likelihood (seasonal) cointegration tests

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.ECONLET.2003.09.004

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Sitelinks

Mathematics(1 entry)

mardi Publication:1927440

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