Small-sample improvements in the statistical analysis of seasonally cointegrated systems

Gianluca Cubadda and Pieter Omtzigt ()

Computational Statistics & Data Analysis, 2005, vol. 49, issue 2, 333-348

Date: 2005
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Working Paper: Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:49:y:2005:i:2:p:333-348

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