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On forecasting cointegrated seasonal time series
Löf, Mårten - In: On seasonality and cointegration, (pp. 47-69). 2001
Persistent link: https://www.econbiz.de/10001597304
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Size and power of the likelihood ratio test for seasonal conitegration in small samples : a Monte Carlo study
Löf, Mårten - In: On seasonality and cointegration, (pp. 71-90). 2001
Persistent link: https://www.econbiz.de/10001597306
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On seasonal error correction when the processes include different numbers of unit roots
Löf, Mårten - In: On seasonality and cointegration, (pp. 91-110). 2001
Persistent link: https://www.econbiz.de/10001597308
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On seasonality and cointegration
Löf, Mårten - 2001
Persistent link: https://www.econbiz.de/10001582796
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On forecasting cointegrated seasonal time series
Löf, Mårten; Franses, Philip Hans - In: International journal of forecasting 17 (2001) 4, pp. 607-621
Persistent link: https://www.econbiz.de/10001637765
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On forecasting cointegrated seasonal time series
Löf, Mårten; Franses, Philip Hans - 2000
Persistent link: https://www.econbiz.de/10001445273