On seasonal error correction when the processes include different numbers of unit roots
Year of publication: |
2003
|
---|---|
Authors: | Lyhagen, Johan ; Löf, Mårten |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 5, p. 377-389
|
Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Theorie | Theory |
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