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.

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Item Type: Article in Academic Journal
Status: Published
Date Deposited: 18 Dec 2014 11:30
Last Modified: 16 Jan 2019 15:19
Identification Number or DOI: 10.1111/1468-0084.00136
URI: https://irihs.ihs.ac.at/id/eprint/2545

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