Detecting seasonal unit roots in a structural time series model

Journal of Applied Statistics

Volumn 30, Issue 4, 2003, Pages 373-387

  Kawasaki, Yoshinori ^a   Franses, Philip Hans ^b  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

TIME SERIES ANALYSIS;

EID: 0037401793     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/0266476032000035412     Document Type: Article

References (15)

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