A sequential approach to testing seasonal unit roots in high frequency data

Journal of Applied Statistics

Volumn 32, Issue 6, 2005, Pages 555-569

  Rodrigues, Paulo M M ^a   Franses, Philip Hans ^b  

^a UNIVERSITY OF ALGARVE   (Portugal)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Seasonal unit roots; Temporal aggregation

Indexed keywords

EID: 25844497858     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/02664760500078912     Document Type: Article

References (14)

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