Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

Philip Hans Franses and Michael McAleer

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 1995
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 3bdd6218c8e/download (application/pdf)

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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:f6ea7d00-daeb-413b-a279-e471b0a0e997

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().