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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 5.

April 2020

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

25 August 2020

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

2021

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

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

2023

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

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