Inference of seasonal cointegration with linear restrictions (Q5433112)
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scientific article; zbMATH DE number 5221755
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| default for all languages | No label defined |
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| English | Inference of seasonal cointegration with linear restrictions |
scientific article; zbMATH DE number 5221755 |
Statements
Inference of seasonal cointegration with linear restrictions (English)
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19 December 2007
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hypothesis testing
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cointegrating vectors
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Gaussian reduced-rank estimation
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seasonal unit root
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0.8439649343490601
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0.8439649343490601
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0.8293081521987915
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0.8261781334877014
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