Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

Philip Hans Franses and Michael McAleer

No 1995-10, Discussion Paper from Tilburg University, Center for Economic Research

Date: 1995
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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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