Geodesic
Estimation and testing of cointegration relationships with strongly seasonal monthly data
Kybernetika, Tome 33 (1997) no. 6, pp. 607-631.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Classification : 62M10, 62P20, 91B84 
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     author = {Caminero, Emilio and D{\'\i}az-Emparanza, Ignacio},
     title = {Estimation and testing of cointegration relationships with strongly seasonal monthly data},
     journal = {Kybernetika},
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     number = {6},
     year = {1997},
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     zbl = {0905.62117},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1997__33_6_a2/}
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Caminero, Emilio; Díaz-Emparanza, Ignacio. Estimation and testing of cointegration relationships with strongly seasonal monthly data. Kybernetika, Tome 33 (1997) no. 6, pp. 607-631. http://geodesic.mathdoc.fr/item/KYB_1997__33_6_a2/