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

Research output: Working paper / Preprint › Working paper

Original language	English
Place of Publication	Maastricht
Publisher	Maastricht University School of Business and Economics
Publication status	Published - 1 Jan 2003

Series	METEOR Research Memorandum
Number	045

Cite this

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

author = "B. Candelon and L.A. Gil-Alana",

year = "2003",

month = jan,

day = "1",

language = "English",

series = "METEOR Research Memorandum",

publisher = "Maastricht University School of Business and Economics",

number = "045",

type = "WorkingPaper",

institution = "Maastricht University School of Business and Economics",

}

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T1 - Long-run, seasonal and cyclical fractional integration in macroeconomic time series

AU - Candelon, B.

AU - Gil-Alana, L.A.

PY - 2003/1/1

Y1 - 2003/1/1

M3 - Working paper

T3 - METEOR Research Memorandum

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

PB - Maastricht University School of Business and Economics

CY - Maastricht

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