Impulse response functions for periodic integration
type: Item
instance of: scholarly article
title: Impulse response functions for periodic integration
zbMATH Open document ID: 0895.90055
DOI: 10.1016/S0165-1765(97)00047-5
author: Jörg Breitung
author: Philip Hans Franses
published in: Economics Letters
publication date: 1998-06-30T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1170382
zbMATH Keywords: periodic integration
zbMATH Keywords: impulse response function
describes a project that uses: partsm
MaRDI profile type: Publication
cites work: UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
cites work: Q4331747
cites work: Q5613639
cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
cites work: The role of the constant and linear terms in cointegration analysis of nonstationary variables
cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
cites work: Q4001588
cites work: The implications of periodically varying coefficients for seasonal time- series processes
cites work: On periodic and multiple autoregressions
full work available at URL: s0165-1765(97)00047-5
OpenAlex ID: W2025091196
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description: scientific article; zbMATH DE number 1170382