Parts of this paper are based on the masters' thesis of the second author. The first author thanks the financial support from the Royal Netherlands Academy of Arts and Sciences. We thank Denise Osborn for providing us with the data, and Peter Boswijk, Eric Ghysels and an anonymous referee for helpful comments. The hospitality of the University of Montreal during a visit of the first author (May 1993) is gratefully acknowledged.
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS†
Version of Record online: 2 MAR 2011
1994 Blackwell Publishers Ltd
Oxford Bulletin of Economics and Statistics
Volume 56, Issue 4, pages 421–439, November 1994
How to Cite
Franses, P. H. and Paap, R. (1994), MODEL SELECTION IN PERIODIC AUTOREGRESSIONS. Oxford Bulletin of Economics and Statistics, 56: 421–439. doi: 10.1111/j.1468-0084.1994.tb00018.x
- Issue online: 2 MAR 2011
- Version of Record online: 2 MAR 2011
- Date of Receipt of Final Manuscript: January 1994
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!