On Periodic Structures and Testing for Seasonal Unit Roots
Year of publication: |
1995-03-01
|
---|---|
Authors: | Ghysels, Eric ; Hall, Alastair ; Lee, Hahn Shik |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | Periodic models | Seasonal unit roots | Modèles périodiques | Racines unitaires saisonières |
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