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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| Главные авторы: | , |
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| Формат: | Artigo |
| Язык: | Português |
| Опубликовано: |
Universidade de São Paulo
1997-02-01
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| Серии: | Economia Aplicada |
| Предметы: | |
| Online-ссылка: | https://www.revistas.usp.br/ecoa/article/view/217563 |
| Метки: |
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