Testing Nested and Non-Nested Periodically Integrated Autoregressive Models
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|Date of creation:||1995|
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- Beraq, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Tests Of Non-Nested Modls And General Error Specifications," ISER Discussion Paper 0197, Institute of Social and Economic Research, Osaka University. Full references (including those not matched with items on IDEAS)