On Periodic Structures and Testing for Seasonal Unit Roots
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Publication:4366098
DOI10.2307/2291580zbMath0881.62094MaRDI QIDQ4366098
Eric Ghysels, Alastair R. Hall, Hahn S. Lee
Publication date: 22 February 1998
Full work available at URL: https://cirano.qc.ca/files/publications/95s-21.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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