On trends and constants in periodic autoregressions
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474939908800446
Reference18 articles.
1. UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
2. Multiple unit roots in periodic autoregression
3. Distribution of the Estimators for Autoregressive Time Series With a Unit Root
4. Periodically integrated subset autoregressions for dutch industrial production and money stock
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