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Structural Breaks and Seasonal Integration.
Smith, J.; Otero, J. - Department of Economics, University of Warwick - 1995
Persistent link: https://www.econbiz.de/10005747066
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Structural breaks seasonal integration
Smith, J.; Otero, J. - In: Economics letters 56 (1997) 1, pp. 13-20
Persistent link: https://www.econbiz.de/10006791338
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Testing for cointegration: power versus frequency of observation - further Monte Carlo results
Otero, J.; Smith, J. - In: Economics letters 67 (2000) 1, pp. 5-10
Persistent link: https://www.econbiz.de/10006781937