On the role of seasonal intercepts in seasonal cointegration
Year of publication: |
1999
|
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Authors: | Franses, Philip Hans ; Kunst, Robert M. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 61.1999, 3, p. 409-433
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | Saisonale Schwankungen | Seasonal variations |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Oxford bulletin of economics and statistics |
Source: | ECONIS - Online Catalogue of the ZBW |
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