Asymptotic analysis of non-periodical cointegration with high seasonals (Q2316792)
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scientific article; zbMATH DE number 7089390
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| English | Asymptotic analysis of non-periodical cointegration with high seasonals |
scientific article; zbMATH DE number 7089390 |
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Asymptotic analysis of non-periodical cointegration with high seasonals (English)
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7 August 2019
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cointegration
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asymptotic approximation
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periodicity
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nonstationarity
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0.8529323935508728
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0.8103430271148682
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0.8103430271148682
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0.8098408579826355
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0.809617280960083
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