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ralph lauren polo

 
Olivier Darné
 
''Maximum likelihood seasonal cointegration tests for daily data''
( 2003, Vol. 3 No.18 )
 
 
In this paper we propose an extension of the maximum likelihood seasonal cointegration procedure developed by Lee (1992) for daily time series. We compute the finite sample critical values of the associated test statistics in daily seasonal time series.
 
 
Keywords: daily data
 
Manuscript Received : Jul 28 2003 Manuscript Accepted : Jul 28 2003

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