Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

P.H. Franses, M. McAleer

Research output: Working paperDiscussion paperOther research output

246 Downloads (Pure)
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.