TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS (Q4012951)

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TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS
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    TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS (English)
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    27 September 1992
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    error-correction terms
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    seasonal unit roots
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    generalization of latent root tests
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    new cointegration tests
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