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Impulse response functions for periodic integration
Breitung, J.; Franses, P.H. - In: Economics letters 55 (1997) 1, pp. 35-40
Persistent link: https://www.econbiz.de/10006791709
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Spurious deterministic seasonality
Franses, P.H.; Hylleberg, S.; Lee, H.S. - In: Economics letters 48 (1995) 3-4, pp. 249-256
Persistent link: https://www.econbiz.de/10006798274
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Testing for periodic integration
Boswijk, H.P.; Franses, P.H. - In: Economics letters 48 (1995) 3-4, pp. 241-248
Persistent link: https://www.econbiz.de/10006798275
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A method to select between periodic cointegration and seasonal cointegration
Franses, P.H. - In: Economics letters 41 (1993) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10006807067