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A method to select between periodic cointegration and seasonal cointegration

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  • Franses, Philip Hans

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  • Franses, Philip Hans, 1993. "A method to select between periodic cointegration and seasonal cointegration," Economics Letters, Elsevier, vol. 41(1), pages 7-10.
    • Handle: RePEc:eee:ecolet:v:41:y:1993:i:1:p:7-10
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    Cited by:

    1. del Barrio Castro, Tomás & Osborn, Denise R., 2008. "Cointegration For Periodically Integrated Processes," Econometric Theory, Cambridge University Press, vol. 24(1), pages 109-142, February.
    2. Méndez Parra, Maximiliano, 2015. "Futures prices, trade and domestic supply of agricultural commodities," Economics PhD Theses 0115, Department of Economics, University of Sussex Business School.
    3. Younes Ben Zaied & Marie Estelle Binet, 2015. "Modelling seasonality in residential water demand: the case of Tunisia," Applied Economics, Taylor & Francis Journals, vol. 47(19), pages 1983-1996, April.

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