Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

P.H. Franses, M. McAleer

Research output: Working paperDiscussion paperOther research output

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Original languageEnglish
PublisherCentER
Volume1995-10
Publication statusPublished - 1995

Publication series

NameCentER Discussion Paper
Volume1995-10

Cite this

Franses, P. H., & McAleer, M. (1995). Testing Nested and Non-Nested Periodically Integrated Autoregressive Models. (CentER Discussion Paper; Vol. 1995-10). CentER.
Franses, P.H. ; McAleer, M. / Testing Nested and Non-Nested Periodically Integrated Autoregressive Models. CentER, 1995. (CentER Discussion Paper).
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Franses, PH & McAleer, M 1995 'Testing Nested and Non-Nested Periodically Integrated Autoregressive Models' CentER Discussion Paper, vol. 1995-10, CentER.

Testing Nested and Non-Nested Periodically Integrated Autoregressive Models. / Franses, P.H.; McAleer, M.

CentER, 1995. (CentER Discussion Paper; Vol. 1995-10).

Research output: Working paperDiscussion paperOther research output

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T1 - Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

AU - Franses, P.H.

AU - McAleer, M.

PY - 1995

Y1 - 1995

M3 - Discussion paper

VL - 1995-10

T3 - CentER Discussion Paper

BT - Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

PB - CentER

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Franses PH, McAleer M. Testing Nested and Non-Nested Periodically Integrated Autoregressive Models. CentER. 1995. (CentER Discussion Paper).