Moving average filters and unit roots
type: Item
instance of: scholarly article
title: Moving average filters and unit roots
zbMATH Open document ID: 0850.62877
DOI: 10.1016/0165-1765(91)90077-X
author: Philip Hans Franses
published in: Economics Letters
publication date: 1992-09-26T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 55224
MaRDI profile type: Publication
cites work: Seasonal unit roots in aggregate U.S. data (with discussion)
cites work: Seasonal integration and cointegration
full work available at URL: 0165-1765(91)90077-x
OpenAlex ID: W2108691014
description: scientific article; zbMATH DE number 55224