Testing periodically integrated autoregressive models

Philip Hans Franses, Michael McAleer

Research output: Contribution to journalArticleAcademicpeer-review

Original languageUndefined/Unknown
Pages (from-to)457-466
Number of pages10
JournalMathematics and Computers in Simulation
Issue number43
Publication statusPublished - 1997

Research programs

  • EUR ESE 11

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