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Tests of seasonal integration and cointegration in multivariate unobserved component models

By Fabio Busetti and Rome (Italy) Banca d' Italia

Abstract

Consiglio Nazionale delle Ricerche - Biblioteca Centrale - P.le Aldo Moro, 7, Rome / CNR - Consiglio Nazionale delle RichercheSIGLEITItal

Topics: 05Z - Banking, finance, taxation, 05D - Economics, economic theory, COMMON COMPONENTS, LOCALLY BEST INVARIANT TEST, SEASONAL UNIT ROOTS
Year: 2003
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Provided by: OpenGrey Repository
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