Work

Testing the Null Hypothesis of no Cointegration against Seasonal Fractional Cointegration

Year: 2008

Type: article

Author: Luis A. Gil‐Alana

Institution: Universidad de Navarra

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2559182779

FWCI: 0.643

Cites: 34

Cited by: 1

Related to: 10