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Semiparametric selection of seasonal cointegrating ranks using information criteria
Seong, Byeongchan - In: Economics letters 120 (2013) 3, pp. 592-595
Persistent link: https://www.econbiz.de/10010187163
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Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar - In: Economics letters 174 (2019), pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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On the seasonality of vector autoregression residuals
Burbidge, John B.; Magee, L.; Veall, Michael R. - In: Economics letters 18 (1985) 2/3, pp. 137-141
Persistent link: https://www.econbiz.de/10001966160
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Powerful nonparametric seasonal unit root tests
Eroğlu, Burak Alparslan; Göğebakan, Kemal Çağlar; … - In: Economics letters 167 (2018), pp. 75-80
Persistent link: https://www.econbiz.de/10012015793
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Rationality and seasonality : evidence from inflation forecasts
Goldstein, Nathan; Zilberfarb, Ben-Zion - In: Economics letters 150 (2017), pp. 86-90
Persistent link: https://www.econbiz.de/10011764807
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Bonferroni correction for seasonal cointegrating ranks
Seong, Byeongchan - In: Economics letters 103 (2009) 1, pp. 42-44
Persistent link: https://www.econbiz.de/10003838940
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Seasonal cointegration for monthly data
Darné, Olivier - In: Economics letters 82 (2004) 3, pp. 349-356
Persistent link: https://www.econbiz.de/10001938374
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Are current account deficits sustainable? : Evidence from panel cointegration
Wu, Jyh-lin; Chen, Show-lin; Lee, Hsiu-yun - In: Economics letters 72 (2001) 2, pp. 219-224
Persistent link: https://www.econbiz.de/10001589239
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Half-life bias correction and the G7 stock markets
Kim, Hyeongwoo; Stern, Liliana V.; Stern, Michael L. - In: Economics letters 109 (2010) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10008806716
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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248