A simple GLS procedure for seasonal cointegration (Q2515862)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A simple GLS procedure for seasonal cointegration |
scientific article |
Statements
A simple GLS procedure for seasonal cointegration (English)
0 references
7 August 2015
0 references
seasonal error correction model
0 references
seasonal unit root
0 references
seasonal cointegrating rank
0 references
0 references