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Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

Author

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  • Franses, P.H.
  • McAleer, M.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • 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.
    • Handle: RePEc:tiu:tiutis:f6ea7d00-daeb-413b-a279-e471b0a0e997
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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. Franses, Philip Hans & McAleer, Michael, 1997. "Testing periodically integrated autoregressive models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 457-465.
    3. Maekawa, Koichi, 1997. "Periodically integrated autoregression with a structural break," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 467-473.
    4. Clements, Michael & Smith, Jeremy, "undated". "Forecasting Seasonal Uk Consumption Components," Economic Research Papers 268761, University of Warwick - Department of Economics.

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