Determining the Order of Differencing in Seasonal Time Series Processes
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Bibliographic InfoPaper provided by Department of Economics, University of York in its series Discussion Papers with number 97/9.
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Postal: Department of Economics and Related Studies, University of York, York, YO10 5DD, United Kingdom
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Web page: http://www.york.ac.uk/economics/
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Other versions of this item:
- Philip Hans Franses And A. M. Robert Taylor, 2000. "Determining the order of differencing in seasonal time series processes," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 250-264.
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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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