Complex reduced rank models for seasonally cointegrated time series
Year of publication: |
2001
|
---|---|
Authors: | Cubadda, Gianluca |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 63.2001, 4, p. 497-511
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | Saisonkomponente | Seasonal component |
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