MODEL SELECTION IN PERIODIC AUTOREGRESSIONS

[1] Banerjee A., 1993, COINTEGRATION ERROR

[2] BOSWIJK HP, 1992, 9216 ER U EC I REP

[3] TESTING FOR A UNIT-ROOT NONSTATIONARITY IN MULTIVARIATE AUTOREGRESSIVE TIME-SERIES [J]. ANNALS OF STATISTICS, 1989, 17 (01) : 419 - 428

[4] A MULTIVARIATE APPROACH TO MODELING UNIVARIATE SEASONAL TIME-SERIES [J]. JOURNAL OF ECONOMETRICS, 1994, 63 (01) : 133 - 151

[5] FRANSES PH, 1992, J FORECASTING, V12, P601

[6] FRANSES PH, 1994, INT J FORECASTING, V9, P463

[7] FRANSES PH, 1992, 9261 EC I REP

[8] GHYSELS E, 1993, UNPUB TIME SERIES MO

[9] GHYSELS E, 1992, 1028 YAL U COWL F DI

[10] Gladyshev E. G., 1961, SOV MATH, V2, P385

[1] Banerjee A., 1993, COINTEGRATION ERROR

[2] BOSWIJK HP, 1992, 9216 ER U EC I REP

[3] TESTING FOR A UNIT-ROOT NONSTATIONARITY IN MULTIVARIATE AUTOREGRESSIVE TIME-SERIES [J]. ANNALS OF STATISTICS, 1989, 17 (01) : 419 - 428

[4] A MULTIVARIATE APPROACH TO MODELING UNIVARIATE SEASONAL TIME-SERIES [J]. JOURNAL OF ECONOMETRICS, 1994, 63 (01) : 133 - 151

[5] FRANSES PH, 1992, J FORECASTING, V12, P601

[6] FRANSES PH, 1994, INT J FORECASTING, V9, P463

[7] FRANSES PH, 1992, 9261 EC I REP

[8] GHYSELS E, 1993, UNPUB TIME SERIES MO

[9] GHYSELS E, 1992, 1028 YAL U COWL F DI

[10] Gladyshev E. G., 1961, SOV MATH, V2, P385