Skip to main content
Article thumbnail
Location of Repository

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
OAI identifier:
Provided by: OpenGrey Repository
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://hdl.handle.net/10068/30... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.