On seasonal error correction when the processes include different numbers of unit roots

Journal of Forecasting

Volumn 22, Issue 5, 2003, Pages 377-389

  Lyhagen, Johan ^a,c   Löf, Mårten ^b  

^a UPPSALA UNIVERSITY   (Sweden)

^b Natl Institute of Economic Research   (Sweden)

^c Statistics   (Sweden)

Author keywords

Forecasting; Seaonal unit roots; Seasonal cointegration

Indexed keywords

COMPUTER SIMULATION; ERROR CORRECTION; FORECASTING; MONTE CARLO METHODS; PARAMETER ESTIMATION;

UNIT ROOTS;

INTEGRATION;

EID: 0042430325     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.864     Document Type: Article

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