On seasonality and cointegration
This thesis, which consists of four essays, focus on seasonal and periodic cointegration models. These models are tools to describe changing seasonality.Essay 1 "Forecasting performance of seasonal cointegration models", with Johan Lyhagen. Forecasts from two different seasonal cointegrati...
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| Format: | Doctoral Thesis |
| Language: | English |
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Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
2001
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-614 http://nbn-resolving.de/urn:isbn:91-7258-556-0 |