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Determining the order of differencing in seasinal time series processes

Franses, Philip Hans and Taylor, A.M.Robert

Determining the order of differencing in seasinal time series processes J5054 2000 - 2000 - 250-264 V. 03 Issue. 2

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Multiple seasonal unit roots;Seasonal adjustment;

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