Semiparametric Seasonal Cointegrating Rank Selection

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]

Authors

Byeongchan Seong

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Sung K. Ahn

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Sinsup Cho

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