"Semiparametric Seasonal Cointegrating Rank Selection."

Byeongchan Seong, Sung K. Ahn, Sinsup Cho (2010)

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DOI: 10.1007/978-3-7908-2604-3_27

access: closed

type: Conference or Workshop Paper

metadata version: 2020-04-24

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Byeongchan Seong, Sung K. Ahn, Sinsup Cho:
Semiparametric Seasonal Cointegrating Rank Selection. COMPSTAT 2010: 297-304

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