On the role of seasonal intercepts in seasonal cointegration
Year of publication: |
1998-01-01
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Authors: | Franses, Philip Hans ; Kunst, Kunst, R.M. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | Monte Carlo simulations | seasonal cointegration analysis | seasonal intercepts |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 9820 |
Source: |
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On the role of seasonal intercepts in seasonal cointegration
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