Cointegration analysis of seasonal time series

Journal of Economic Surveys

Volumn 12, Issue 5, 1998, Pages 651-678

  Franses, Philip Hans ^a   McAleer, Michael ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; MACROECONOMICS; TIME SERIES;

EID: 0032417981     PISSN: 09500804     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-6419.00070     Document Type: Article

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