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The following pages link to A periodic cointegration model of quarterly consumption (Q4842359):

Displaying 3 items.

The effects of seasonally adjusting a periodic autoregressive process (Q672964) (← links)
A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374) (← links)

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