Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series
Year of publication: |
2003
|
---|---|
Authors: | Gil-Alana, Luis |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 22.2003, 1, p. 65-74
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | fractional integration | seasonality | long memory |
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