scientific article; zbMATH DE number 1208132

MaRDI QIDQ4212967zbMATH OpenFDO

Authors Emilio Caminero, Ignacio Diaz-Emparanza

Publication date 7 February 1999

Full work available at URL https://eudml.org/doc/27280, http://www.kybernetika.cz/content/1997/6/607

zbMATH Keywords

error correction mechanismmaximum-likelihoodMonte Carlo simulationsseasonal cointegration

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Recommendations

• Seasonal cointegration for monthly data
• Maximum likelihood inference on cointegration and seasonal cointegration
• Fully modified estimation of seasonally cointegrated processes
• Seasonal cointegration. The Japanese consumption function (with discussion)

Cites work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• Maximum likelihood inference on cointegration and seasonal cointegration
• Seasonal integration and cointegration
• Seasonal unit roots in aggregate U.S. data (with discussion)
• Statistical analysis of cointegration vectors

Cited in

(4)

• Maximum likelihood inference on cointegration and seasonal cointegration
• Labour demand in Germany and seasonal cointegration
• Seasonal cointegration for monthly data
• Fully modified estimation of seasonally cointegrated processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4212967)