Temporal aggregation in a periodically integrated autoregressive process

Philip Hans Franses and H.P. Boswijk
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H.P. Boswijk: Tilburg University, School of Economics and Management

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Date: 1993
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Journal Article: Temporal aggregation in a periodically integrated autoregressive process (1996)
Working Paper: Temporal aggregation in a periodically integrated autoregressive process (1993)
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