Bayesian analysis of seasonal unit roots and seasonal mean shifts

Philip Hans Franses, Henk Hoek and Richard Paap

Journal of Econometrics, 1997, vol. 78, issue 2, 359-380

Date: 1997
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Working Paper: Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:78:y:1997:i:2:p:359-380

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