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~isPartOf:"Practical issues in cointegration analysis"
~person:"Franses, Philip Hans"
~person:"Mukherjee, Arijit"
~subject:"Time series analysis"
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Practical issues in cointegration analysis
Report / Econometric Institute, Erasmus University Rotterdam
21
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Econometric Institute research papers
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Discussion paper / Tinbergen Institute
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Report / Erasmus Center for Financial Research, Erasmus University
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Oxford bulletin of economics and statistics
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Discussion paper / Department of Economics, University of California San Diego
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Reihe Ökonomie
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SSE EFI working paper series in economics and finance
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Cointegration analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Practical issues in cointegration analysis
,
(pp. 235-262)
.
1999
Persistent link: https://www.econbiz.de/10001550942
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