Long-run, seasonal and cyclical fractional integration in macroeconomic time series

B. Candelon, L.A. Gil-Alana

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationMaastricht
PublisherMaastricht University School of Business and Economics
Publication statusPublished - 1 Jan 2003

Publication series

SeriesMETEOR Research Memorandum
Number045

Cite this

Candelon, B., & Gil-Alana, L. A. (2003). Long-run, seasonal and cyclical fractional integration in macroeconomic time series. Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 045