Testing for periodic integration
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Publication:672884
DOI10.1016/0165-1765(94)00635-FzbMATH Open0879.90056OpenAlexW2113644665MaRDI QIDQ672884FDOQ672884
Authors: H. Peter Boswijk, Philip Hans Franses 
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(94)00635-f
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Cites Work
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- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
- On periodic and multiple autoregressions
- A multivariate approach to modeling univariate seasonal time series
- The implications of periodically varying coefficients for seasonal time- series processes
Cited In (10)
- Explosive strong periodic autoregression with multiplicity one
- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
- Nonparametric tests for periodic integration
- Periodic Time Series Models
- Periodic autoregressive conditional duration
- A vector of quarters representation for bivariate time series
- TESTING FOR PERIODIC STATIONARITY
- Title not available (Why is that?)
- A periodic cointegration model of quarterly consumption
- The effects of seasonally adjusting a periodic autoregressive process
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