On seasonal error correction when the processes include different numbers of unit roots
Year of publication: |
2001
|
---|---|
Authors: | Löf, Mårten |
Published in: |
On seasonality and cointegration. - Stockholm : EFI, ISBN 91-7258-556-0. - 2001, p. 91-110
|
Subject: | Saisonale Schwankungen | Seasonal variations | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Theorie | Theory |
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