Likelihood analysis of seasonal cointegration
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
San Domenico (FI)
European University Institute
1997
|
| Series: | EUI Working paper ECO
No. 97/16 |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: Likelihood analysis of seasonal cointegration
- Mathematical and statistical modelling of cointegration
- Controlling inflation in a cointegrated vector autoregressive model with an application to US data
- <The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
- <A> Small sample correction of the test for cointegrating rank in the vector autoregressive model
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Maximum likelihood estimation with Stata