Periodic and seasonal (co-)integration in the state space framework
Dietmar Bauer
| Year of publication: |
2019
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|---|---|
| Authors: | Bauer, Dietmar |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 174.2019, p. 165-168
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| Subject: | Cointegration | Periodic processes | Seasonal integration | Unit roots | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Saisonkomponente | Seasonal component | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.11.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121077