Seasonal roots in mixed causal-noncausal AR models remain isolable without creating new combined seasonal patterns, with direct consequences for model selection.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.EM 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Seasonality in Mixed Causal-Noncausal Processes
Seasonal roots in mixed causal-noncausal AR models remain isolable without creating new combined seasonal patterns, with direct consequences for model selection.