On the Role of Seasonal Intercepts in Seasonal Cointegration

Franses, Philip Hans and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (1999) On the Role of Seasonal Intercepts in Seasonal Cointegration. Oxford Bulletin of Economics and Statistics, 61 (3), pp. 409-433. https://doi.org/10.1111/1468-0084.00136

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Item Type: Article in Academic Journal
Date Deposited: 18 Dec 2014 11:30
Last Modified: 19 Sep 2024 08:49
DOI: 10.1111/1468-0084.00136
URI: https://irihs.ihs.ac.at/id/eprint/2545

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