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The Econometric Analysis of Seasonal Time Series

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  • Philip Hans Franses

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  • Philip Hans Franses, 2005. "The Econometric Analysis of Seasonal Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 319-321, March.
    • Handle: RePEc:bla:jtsera:v:26:y:2005:i:2:p:319-321
    DOI: 10.1111/j.1467-9892.2005.00403.x
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    References listed on IDEAS

    as
    1. Philip Hans Franses And A. M. Robert Taylor, 2000. "Determining the order of differencing in seasonal time series processes," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 250-264.
    2. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997. "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, vol. 80(1), pages 167-193, September.
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