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Tests for seasonal cointegration using principal components
Roselyne Joyeux
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Corresponding author for this work
Department of Economics
Centre for Risk Analytics
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Article
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peer-review
10
Citations (Scopus)
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Dive into the research topics of 'Tests for seasonal cointegration using principal components'. Together they form a unique fingerprint.
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Mathematics
Cointegration
82%
Principal Components
66%
Latent Root
29%
Zero
10%
Generalization
10%
Business & Economics
Seasonal Cointegration
100%
Principal Components
68%
Cointegration Test
31%