Tests of seasonal integration and cointegration in multivariate unobserved component models
Fabio Busetti
| Year of publication: |
2006
|
|---|---|
| Authors: | Busetti, Fabio |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 21.2006, 4, p. 419-438
|
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Industrieproduktion | Industrial production | EU-Staaten | EU countries | Saisonkomponente | Seasonal component |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003338625