Determining the order of differencing in seasonal time series processes
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Bibliographic InfoArticle provided by Royal Economic Society in its journal The Econometrics Journal.
Volume (Year): 3 (2000)
Issue (Month): 2 ()
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Other versions of this item:
- Philip Hans Franses & Robert Taylor, . "Determining the Order of Differencing in Seasonal Time Series Processes," Discussion Papers 97/9, Department of Economics, University of York.
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- Antonio Aguirre & Andreu Sansó, 2002.
"Using different null hypotheses to test for seasonal unit roots in economic time series,"
Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1-2), pages 3-26, January-D.
- Antônio Aguirre & Andreu Sansó, 1999. "Using different null hypotheses to test for seasonal unit roots in economic time series," Textos para DiscussÃ£o Cedeplar-UFMG td124, Cedeplar, Universidade Federal de Minas Gerais.
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