Browse by Authors

102854

del Barrio Castro, Tomás and Cubada, Gianluca and Osborn, Denise R. (2020): On cointegration for processes integrated at different frequencies.

102890

del Barrio Castro, Tomás and Rachinger, Heiko (2020): Aggregation of Seasonal Long-Memory Processes. Forthcoming in: Econometrics and Statistics

106603

del Barrio Castro, Tomás (2021): Testing for the cointegration rank between Periodically Integrated processes.

112731

del Barrio Castro, Tomás (2021): Testing for the cointegration rank between Periodically Integrated processes.

117935

del Barrio Castro, Tomás and Osborn, Denise R. (2023): Periodic Integration and Seasonal Unit Roots. Forthcoming in: Oxford Research Encyclopedias: Economics and Finance (2023)