Extended complex error correction models for seasonal cointegration (Q2510648)
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scientific article; zbMATH DE number 6324329
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extended complex error correction models for seasonal cointegration |
scientific article; zbMATH DE number 6324329 |
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Extended complex error correction models for seasonal cointegration (English)
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1 August 2014
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cointegrating rank
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seasonal intercepts
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likelihood ratio test
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0.8975209
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0.87193406
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0.8702493
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0.8678887
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0.86590916
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