Byeongchan Seong, Sung K. Ahn, Sinsup Cho. Semiparametric Seasonal Cointegrating Rank Selection. In Yves Lechevallier, Gilbert Saporta, editors, 19th International Conference on Computational Statistics, COMPSTAT 2010, Paris, France, August 22-27, 2010 - Keynote, Invited and Contributed Papers. pages 297-304, Physica-Verlag, 2010. [doi]
Abstract is missing.