Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

P.H. Franses, M. McAleer

Research output: Working paper › Discussion paper › Other research output

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Name	CentER Discussion Paper
Volume	1995-10

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@techreport{f6ea7d00daeb413ba279e471b0a0e997,

title = "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models",

author = "P.H. Franses and M. McAleer",

year = "1995",

language = "English",

volume = "1995-10",

series = "CentER Discussion Paper",

publisher = "CentER",

type = "WorkingPaper",

institution = "CentER",

}