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Cointegration for periodically integrated processes
Barrio Castro, Tomás del; Osborn, Denise R. - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10003894119
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The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 29 (2013) 6, pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724