Testing Nested and Non-Nested Periodically Integrated Autoregressive Models
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Other versions of this item:
- Franses, P.H. & McAleer, M., 1995. "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models," Other publications TiSEM f6ea7d00-daeb-413b-a279-e, Tilburg University, School of Economics and Management.
- Franses, P.H. & McAleer, M., 1995. "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models," Discussion Paper 1995-10, Tilburg University, Center for Economic Research.
References listed on IDEAS
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Cited by:
- Clements, Michael & Smith, Jeremy, 1997.
"Forecasting Seasonal Uk Consumption Components,"
Economic Research Papers
268761, University of Warwick - Department of Economics.
- 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.
- Clements, Michael P. & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," Economic Research Papers 268769, University of Warwick - Department of Economics.
- Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 479, University of Warwick, Department of Economics.
- Smith, Jeremy & Otero, Jesus, 1997.
"Structural breaks and seasonal integration,"
Economics Letters, Elsevier, vol. 56(1), pages 13-19, September.
- Smith, J. & Otero, J., 1995. "Structural Breaks and Seasonal Integration," The Warwick Economics Research Paper Series (TWERPS) 435, University of Warwick, Department of Economics.
- Smith, Jeremy & Otero, Jesus, 1995. "Structural Breaks and Seasonal Integration," Economic Research Papers 268653, University of Warwick - Department of Economics.
- Franses, Philip Hans & McAleer, Michael, 1997. "Testing periodically integrated autoregressive models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 457-465.
- Maekawa, Koichi, 1997. "Periodically integrated autoregression with a structural break," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 467-473.
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Keywords
econometrics ; economic models;Statistics
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