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Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

Author Info

  • Franses, P.H.
  • McAleer, M.

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Paper provided by Tilburg - Center for Economic Research in its series Papers with number 9510.

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Length: 21 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:tilbur:9510
Contact details of provider: Postal: TILBURG UNIVERSITY, CENTER FOR ECONOMIC RESEARCH, 5000 LE TILBURG THE NETHERLANDS.
Phone: 31 13 4663050
Fax: 31 13 4663066
Web page: http://center.uvt.nl/Email:


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Keywords: econometrics ; economic models;

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Cited by:

  1. Smith, Jeremy & Otero, Jesus, 1997. "Structural breaks and seasonal integration," Economics Letters, Elsevier, vol. 56(1), pages 13-19, September.
  2. Clements, M.P. & Smith, J., 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 487, University of Warwick, Department of Economics.
  3. Franses, Philip Hans & McAleer, Michael, 1997. "Testing periodically integrated autoregressive models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 457-465.

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