Detecting seasonal unit roots in a structural time series model

Kawasaki, Yoshinori, Franses, Philip Hans . Journal of Applied Statistics 2003. 30 (4) :373-387

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Bibtex

@article{CIS-185332,
  Author = {Kawasaki, Yoshinori and Franses, Philip Hans},
  Title = {Detecting seasonal unit roots in a structural time series model},
  Journal = {Journal of Applied Statistics},
  Volume = {30},
  Number = {4},
  Year = {2003},
  Pages = {373--387},
  Keywords = {Time series analysis}
}

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