MODEL SELECTION IN PERIODIC AUTOREGRESSIONS†

Author:

Franses Philip Hans,Paap Richard

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference20 articles.

1. Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

2. Boswijk , H. P. Franses , P. H. 1992 Testing for Periodic Integration Econometric Institute Report 9216, Erasmus University, Rotterdam

3. Testing for a Unit Root Nonstationarity in Multivariate Autoregressive Time Series;Fountis;Annals of Statistics,1989

4. Periodically Integrated Subset Autoregressions for Dutch Industrial Production and Money Stock;Franses;Journal of Forecasting,1992a

5. Franses , P. H. 1992b Seasonality in Consumer Confidence in some European Countries Econometric Institute Report 9261

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