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~person:"Franses, Ph.H.B.F."
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Franses, Ph.H.B.F.
Harvey, David I.
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A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, P.M.M.
;
Franses, Ph.H.B.F.
-
Erasmus University Rotterdam, Econometric Institute
-
2003
In this paper we introduce a sequential seasonal
unit
root
testing
approach which explicitly addresses its application …
Persistent link: https://www.econbiz.de/10008584800
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