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ArticleMultiple unit roots in periodic autoregression

H. Peter Boswijk1997

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Articlebronze1997

Multiple unit roots in periodic autoregression

H. Peter Boswijk · Philip Hans Franses · Niels Haldrup

50 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Time Series Analysis and Forecasting Diverse Scientific and Economic Studies

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References

1988Statistical analysis of cointegration vectors 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 1993Introduction to Multiple Time Series Analysis 1990Seasonal integration and cointegration 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND 1986Multiple Time Series Regression with Integrated Processes 1989Statistical Inference in Regressions with Integrated Processes: Part 2

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2022Forecasting: theory and practice 1998Cointegration Analysis of Seasonal Time Series 2001On forecasting cointegrated seasonal time series 1998Representations of I(2) cointegrated systems using the Smith-McMillan form 2002TESTING FOR PERIODIC STATIONARITY

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Year1997

Typearticle

Published1997-09-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations50

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0304-4076(97)81127-x

openalex_workW2086360940

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