Testing nested and non-nested periodically integrated autoregressive models

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2 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	1461-1475
Number of pages	15
Journal	Communications in Statistics. Part A. Theory and Methods
Volume	26
Issue number	6
Publication status	Published - 1997

Research programs

@article{24f58aa628304098b2b9babef2619b8d,

title = "Testing nested and non-nested periodically integrated autoregressive models",

author = "Franses, \{Philip Hans\} and Michael McAleer",

year = "1997",

language = "Undefined/Unknown",

volume = "26",

pages = "1461--1475",

journal = "Communications in Statistics. Part A. Theory and Methods",

issn = "0361-0926",

publisher = "Taylor \& Francis Ltd (UK)",

number = "6",

}