3

Extended complex error correction models for seasonal cointegration

Year:
2009
Language:
english
File:
PDF, 520 KB
english, 2009
4

Maximum Eigenvalue Test for Seasonal Cointegrating Ranks

Year:
2006
Language:
english
File:
PDF, 174 KB
english, 2006
5

Bonferroni correction for seasonal cointegrating ranks

Year:
2009
Language:
english
File:
PDF, 149 KB
english, 2009
8

Bootstrap test for seasonal cointegrating ranks

Year:
2013
Language:
english
File:
PDF, 158 KB
english, 2013
9

Semiparametric selection of seasonal cointegrating ranks using information criteria

Year:
2013
Language:
english
File:
PDF, 362 KB
english, 2013
12

Drought, ethanol, and livestock

Year:
2015
Language:
english
File:
PDF, 282 KB
english, 2015
13

A simple GLS procedure for seasonal cointegration

Year:
2015
Language:
english
File:
PDF, 380 KB
english, 2015