On the role of seasonal intercepts in seasonal cointegration
By: Philip Hans Franses, Robert M. Kunst
Series: Reihe ökonomie / Institut für Höhere Studien (IHS), Wien = -- Economics series / Institute for Advanced Studies, Vienna -- no. 15; Reihe Ökonomie (Vienna, Austria) -- no. 15
Publisher: Institut für Höhere Studien
Published: 1995
Place of publication: Wien
Language: eng
Number of pages: 13
Subjects: Econometrics; Seasonal variations (Economics); Econometric models; Cointegration; Time-series analysis
Notes: Includes bibliographical references (leaves 13-14)