Cointegration analysis of seasonal time series
Philip Hans Franses; Michael McAleer
| Year of publication: |
1999
|
|---|---|
| Authors: | Franses, Philip Hans ; McAleer, Michael |
| Published in: |
Practical issues in cointegration analysis. - Oxford [u.a.] : Blackwell, ISBN 0-631-21198-5. - 1999, p. 235-262
|
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Saisonale Schwankungen | Seasonal variations | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Practical issues in cointegration analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001550942