Testing for periodic integration

Author:

Peter Boswijk H.,Franses Philip Hans

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference10 articles.

1. Unit roots in periodic autoregressions;Boswijk,1994

2. A multivariate approach to modeling univariate seasonal time series;Franses;Journal of Econometrics,1994

3. Introduction to statistical time series;Fuller,1976

4. Periodically correlated random sequences;Gladyshev;Soviet Mathematics,1961

5. Introduction to multiple time series analysis;Lütkepohl,1991

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