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st: Seasonal cointegration


From   "Marco Fernandez" <[email protected]>
To   <[email protected]>
Subject   st: Seasonal cointegration
Date   Wed, 6 Jun 2007 16:51:41 -0400

Dear List,

Does anybody have a routine or a program for testing seasonal
cointegration.  I will be delighted to know that somebody has worked on
Likehood analysis  for seasonal cointegration.

Thanks

Marco Fernandez
[email protected]




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