Testing for periodic integration
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Recommendations
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- scientific article; zbMATH DE number 3997008
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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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