Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

Philip Hans Franses and Michael McAleer

Working Papers from Tilburg - Center for Economic Research

Keywords: econometrics; economic models (search for similar items in EconPapers)
Pages: 21 pages
Date: 1995
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Citations: View citations in EconPapers (5)

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Related works:
Working Paper: Testing Nested and Non-Nested Periodically Integrated Autoregressive Models (1995)
Working Paper: Testing Nested and Non-Nested Periodically Integrated Autoregressive Models (1995)
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