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UNIT ROOTS IN PERIODIC AUTOREGRESSIONS - MaRDI portal

UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824)

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scientific article; zbMATH DE number 922070
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UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
scientific article; zbMATH DE number 922070

    Statements

    title
    UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (English)
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    author
    H. Peter Boswijk
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    Philip Hans Franses
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    publication date
    1 September 1996
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    zbMATH Keywords
    periodic integration
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    seasonality
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    periodic autoregressive models
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    univariate quarterly time series
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    parametrization
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    likelihood ratio tests
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    asymptotic null distributions
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    unit root inference
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    Identifiers

    zbMATH DE Number
    922070
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    OpenAlex ID
    W2158124008
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