Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems
Year of publication: |
2003-10-28
|
---|---|
Authors: | Cubadda, Gianluca ; Omtzigt, Pieter |
Institutions: | Dipartimento di Economia, Gestione, Società e Istituzioni, Università degli Studi del Molise |
Subject: | Seasonal Cointegration | Reduced Rank Regression |
-
Decision bounds for data-admissible seasonal models
Kunst, Robert M., (1997)
-
Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
Sahin, Afsin, (2013)
-
Output-employment relationship across sectors: A long- versus short-run perspective
Şahin, Afşin, (2013)
- More ...
-
Technology shocks, structural breaks and the effects on the business cycle.
Atella, Vincenzo, (2007)
-
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building.
Cubadda, Gianluca, (2004)
-
Measuring the Sources of Cyclical Fluctuations in the G7 Economies.
Centoni, Marco, (2006)
- More ...