Tests for Seasonal Cointegration Using Principal Components

Authors
R. Joyeux
Citation
R. Joyeux, Tests for Seasonal Cointegration Using Principal Components, Journal of time series analysis, 13(02), 1992, pp. 109
Journal title
Journal of time series analysis → ACNP
ISSN journal
01439782
Volume
13
Issue
02
Year of publication
1992
Database
ICR
SICI code
0143-9782(1992)13:02<109:TFSCUP>2.0.ZU;2-W