scientific article; zbMATH DE number 5310465

MaRDI QIDQ3517645zbMATH OpenFDO

Authors Luis A. Gil-Alana

Publication date 12 August 2008

zbMATH Keywords

tablesseasonalitylong memory

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Recommendations

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• TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS
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Cited in

(3)

• Seasonal cointegration. The Japanese consumption function (with discussion)
• Inference of seasonal cointegration with linear restrictions
• Likelihood based testing for no fractional cointegration

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