Listar Departament: Economia por fuente "Computational Economics, 2017"

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    • openAccess   Testing for Periodic Integration with a Changing Mean 

      del Barrio Castro, Tomás; Camarero, Mariam; Tamarit, Cecilio Springer Verlag (2017)
      In this paper we extend the test of periodic integration proposed by Boswijk and Franses (J Time Ser Anal 17:221–245, 1996) allowing for a change in the mean. We provide the asymptotic distribution and show that is the ...