UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824)

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scientific article; zbMATH DE number 922070
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UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
scientific article; zbMATH DE number 922070

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    UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (English)
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    1 September 1996
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    periodic integration
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    seasonality
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    periodic autoregressive models
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    univariate quarterly time series
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    parametrization
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    likelihood ratio tests
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    asymptotic null distributions
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    unit root inference
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