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  • Search: subject:"Modèles périodiques"
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Modèles périodiques 1 Periodic models 1 Racines unitaires saisonières 1 Seasonal unit roots 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Ghysels, Eric 1 Hall, Alastair 1 Lee, Hahn Shik 1
Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1
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CIRANO Working Papers 1
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RePEc 1
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On Periodic Structures and Testing for Seasonal Unit Roots
Ghysels, Eric; Hall, Alastair; Lee, Hahn Shik - Centre Interuniversitaire de Recherche en Analyse des … - 1995
The standard testing procedures for seasonal unit roots developed so far have been based0501nly on time invariant ARMA processes with AR polynomials involving seasonal differencing. One attractive alternative is to employ periodic ARMA models in which the coefficients are allowed to vary with...
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