Semiparametric Seasonal Cointegrating Rank Selection

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_27 ◽

2010 ◽

pp. 297-304

Author(s):

Byeongchan Seong ◽

Sung K. Ahn ◽

Sinsup Cho

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