A sequential approach to testing seasonal unit roots in high frequence data

PMM Rodrigues, Philip Hans Franses

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages22
EditionEconometric Institute EI 2003-14
Publication statusPublished - 2003

Publication series

SeriesEconometric Institute
VolumeEI 2003-14

Research programs

  • EUR ESE 11

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