Detecting seasonal unit roots in a structural time series model
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DOI: 10.1080/0266476032000035412
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Cited by:
- Philip Hans Franses & Yoshinori Kawasaki, 2004. "Do seasonal unit roots matter for forecasting monthly industrial production?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 77-88.
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