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Multiple unit roots in periodic autoregression

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References

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2022Forecasting: theory and practice

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1,041 cited

1998Cointegration Analysis of Seasonal Time Series43 cited

2001On forecasting cointegrated seasonal time series39 cited

1998Representations of I(2) cointegrated systems using the Smith-McMillan form31 cited

2002TESTING FOR PERIODIC STATIONARITY21 cited