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中山大学岭南学院高级计量经济学课件(II:Time series)Ch6 Cointegration
中山大学岭南学院 高级计量经济学 课件(II:Time series) Ch6 Cointegration
2017/6/14
中山大学岭南学院高级计量经济学课件(II:Time series)Ch6 Cointegration。
中山大学岭南学院高级计量经济学课件(II:Panel Data)CH5 Unit Roots and Cointegration in panels
中山大学岭南学院 高级计量经济学 课件(II:Panel Data) CH5 Unit Roots and Cointegration in panels
2017/6/14
中山大学岭南学院高级计量经济学课件(II:Panel Data)CH5 Unit Roots and Cointegration in panels。
Testing the null hypothesis of no cointegration against seasonal fractional cointegration
Seasonal fractional cointegration Long memory Seasonality
2010/9/10
In this article we propose a procedure for testing the null hypothesis of no cointegration against the alternative of seasonal fractional cointegration. It is a twostep procedure based on the univaria...