Seasonally and Fractionally Differenced Time Series

Naoya Katayama

Hitotsubashi Journal of Economics, 2007, vol. 48, issue 1, 25-55

Keywords: fractional differencing; Lagrange multiplier test; long memory; seasonal differencing; seasonal persistence (search for similar items in EconPapers)
JEL-codes: C12 C13 C22 C50 (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:hit:hitjec:v:48:y:2007:i:1:p:25-55

DOI: 10.15057/13796

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