Title of article :
Small-sample improvements in the statistical analysis of seasonally
cointegrated systems
Author/Authors :
Gianluca Cubadda، نويسنده , , Pieter Omtzigt، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
seasonal cointegration , Reduced rank regression
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
