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Non‐parametric testing for seasonally and periodically integrated processes
Castro, Tomás del Barrio; Osborn, Denise R. - In: Journal of Time Series Analysis 33 (2012) 3, pp. 424-437
Persistent link: https://www.econbiz.de/10011036619
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On cointegration for processes integrated at different frequencies
del Barrio Castro, Tomás; Cubadda, Gianluca; Osborn, … - In: Journal of Time Series Analysis 43 (2021) 3, pp. 412-435
Persistent link: https://www.econbiz.de/10012636180
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Temporal Aggregation of Seasonally Near-Integrated Processes
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Journal of Time Series Analysis (2019)
Persistent link: https://www.econbiz.de/10012094977