Testing for periodic integration

Authors: Boswijk H.P.; Franses P.H.

Source: Economics Letters, Volume 48, Number 3, June 1995 , pp. 241-248(8)

Publisher: Elsevier

Keywords: Seasonal time series; Integration; Periodic models; [JEL classification codes] C22

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/0165-1765(94)00635-F

Affiliations: 1: Econometric Institute, Erasmus University, P.O. Box 1738, Rotterdam, NL-3000 DR, Netherlands

Publication date: 1995-06-01

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