Haldrup, Niels (contributor); … - 2004 - [Elektronische Ressource]
). Periodicity and Stochastic Trends in Economic Time
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[4] Franses, P. H., and N. Haldrup, (1994 …, Denmark. E-mail: nhaldrup@econ.au.dk.
∗∗
Department of Economic Analy-
sis, University of Zaragoza, Gran Via 2, 50005 Zaragoza …(t/T) is a vector of deterministic terms such as
time trends and seasonal dummy variables. D(T
ao
)
t
is a dummy variable that …