| Автор | Philip Hans, Franses |
| Дата выпуска | 1995 |
| dc.description | In this paper it is shown that several models for a bivariate nonstationary quarterly time series are nested in a vector autoregression with cointegration restrictions for the eight annual series of quarterly observations. Or, the Granger Representation Theorem is extended to incorporate, e.g., seasonal and periodic cointegration. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Seasonality |
| Тема | Cointegration |
| Тема | Periodic Models |
| Название | A vector of quarters representation for bivariate time series |
| Тип | research-article |
| DOI | 10.1080/07474939508800303 |
| Electronic ISSN | 1532-4168 |
| Print ISSN | 0747-4938 |
| Журнал | Econometric Reviews |
| Том | 14 |
| Первая страница | 55 |
| Последняя страница | 63 |
| Аффилиация | Philip Hans, Franses; Erasmus University Rotterdam, Econometric Institute |
| Выпуск | 1 |
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