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Estimation of partially nonstationary vector autoregressive models with seasonal behavior · Study

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ArticleEstimation of partially nonstationary vector autoregressive models with seasonal behavior

Sung K. Ahn1994

Article1994

Estimation of partially nonstationary vector autoregressive models with seasonal behavior

Sung K. Ahn · Gregory C. Reinsel

41 citations·0/0 files stored·Journal of Econometrics

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Forecasting Techniques and Applications Time Series Analysis and Forecasting Statistical and numerical algorithms

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1977Time Series Analysis: Forecasting and Control 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1987Time Series Regression with a Unit Root

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Year1994

Typearticle

Published1994-06-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations41

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/0304-4076(94)90027-2

openalex_workW1999697390

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