On the seasonality of vector autoregression residuals
Year of publication: |
1985
|
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Authors: | Burbidge, John B. ; Magee, L. ; Veall, Michael R. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 18.1985, 2/3, p. 137-141
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Subject: | Ökonometrik Schätzung | VAR-Modell | VAR model | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Saisonkomponente | Seasonal component | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation |
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