The applied perspective for seasonal cointegration testing: a supplementary note
In a recent issue of this journal the available procedures for testing and estimating cointegration relationships at the seasonal frequencies are surveyed. There it is recognized that prior knowledge about the presence of particular seasonal unit-roots is necessary, and two tests that provide this...
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| Format: | Article |
| Language: | Portuguese |
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Universidade de São Paulo
1998-08-01
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| Series: | Economia Aplicada |
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| Online Access: | https://www.revistas.usp.br/ecoa/article/view/217794 |