Testing for periodic integration

DOI10.1016/0165-1765(94)00635-FMaRDI QIDQ672884zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Integrationperiodic autoregressive time-series modelPeriodic modelsSeasonal time series

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 3680971 (Why is no real title available?)
• scientific article; zbMATH DE number 51202 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3336457 (Why is no real title available?)
• A multivariate approach to modeling univariate seasonal time series
• On periodic and multiple autoregressions
• The implications of periodically varying coefficients for seasonal time- series processes
• UNIT ROOTS IN PERIODIC AUTOREGRESSIONS

Cited in

(10)

• Periodic Time Series Models
• TESTING FOR PERIODIC STATIONARITY
• A periodic cointegration model of quarterly consumption
• A vector of quarters representation for bivariate time series
• Explosive strong periodic autoregression with multiplicity one
• The effects of seasonally adjusting a periodic autoregressive process
• Nonparametric tests for periodic integration
• Periodic autoregressive conditional duration
• UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
• scientific article; zbMATH DE number 3997008 (Why is no real title available?)

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