Asymptotic analysis of non-periodical cointegration with high seasonals
Author:
Funder
Consejo Nacional de Ciencia y Tecnología
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s40590-018-0201-2.pdf
Reference19 articles.
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3. Chiani, M.: Distribution of the largest eigenvalue for real wishart and gaussian random matrices and a simple approximation for the Tracy–Widom distribution. J. Multivar. Anal. 129, 29–81 (2014)
4. Dawid, A.P.: Some matrix-variate distribution theory: notational considerations and a Bayesian application. Biometrika 68(1), 265–274 (1981)
5. Dickey, D., Zhang, Y.: Seasonal unit root tests in long periodicity cases. J. Korean Stat. Soc. 39(3), 271–279 (2010)
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