Estimation and testing of cointegration relationships with strongly seasonal monthly data.
Emilio CamineroIgnacio Díaz-EmparanzaPublished in: Kybernetika (1997)
Keyphrases
- data sets
- data analysis
- data collection
- high quality
- data quality
- small number
- data generation
- database
- complex data
- noisy data
- synthetic data
- high dimensional data
- statistical analysis
- data sources
- input data
- missing data
- experimental data
- data distribution
- test data
- raw data
- data objects
- data points
- probability distribution
- multiple types
- training data