The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case
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- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Economics and Finance Discussion Papers 04-15, Economics and Finance Section, School of Social Sciences, Brunel University.
References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-10-21 (All new papers)
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