Browsing Departament: Economia by Source "Computational Economics, 2017"
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Testing for Periodic Integration with a Changing Mean
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 ...