The applied perspective for seasonal cointegration testing
While the literature on cointegration deals exclusively with the case of cointegration at the long-run or zero frequency between series in a vector of economic variables, it may happen that unit-roots are also present at the seasonal frequencies, and hence the concept of cointegration can be extend...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Português |
| Publicado: |
Universidade de São Paulo
1997-02-01
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| Series: | Economia Aplicada |
| Assuntos: | |
| Acceso en liña: | https://www.revistas.usp.br/ecoa/article/view/217563 |
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