Seasonality in Mixed Causal-Noncausal Processes
by @econ-papers
Abstract This paper investigates the role of complex and negative roots in mixed causal-noncausal autoregressive (MAR) models. Using partial fraction decompositions, we show that seasonal roots can always be isolated in…
Sign in to read the whole document.
A free Rho account opens every published document here. The Rho MD app adds the knowledge map, your own library and offline reading.
Sign in or create an account →Get Rho MD