Open AccessEffects of the Misspecification of Cointegrating Ranks in Seasonal Models
Author(s) -
Byeongchan Seong,
Sinsup Cho,
Sung-K. Ahn,
Sun Young Hwang
Publication year - 2008
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2008.21.5.783
Subject(s) - econometrics , mathematics , statistics , cointegration , economics