Deterministic seasonality versus seasonal fractional integration (Q2386153): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Semiparametric robust tests on seasonal or cyclical long memory time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3847819 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On models and methods for Bayesian time series analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Unit Roots in Seasonal Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluation of robinson's (1994) Tests in finite samples / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Stochastic Cycles in Macroeconomic Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing of unit root and other nonstationary hypotheses in macroeconomic time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A limit theory for long-range dependence and statistical inference on related models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Seasonal integration and cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Seasonal cointegration. The Japanese consumption function (with discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the effect of seasonal adjustment on the log-periodogram regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3713481 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank
 
Normal rank

Revision as of 14:28, 10 June 2024

scientific article
Language Label Description Also known as
English
Deterministic seasonality versus seasonal fractional integration
scientific article

    Statements

    Deterministic seasonality versus seasonal fractional integration (English)
    0 references
    0 references
    22 August 2005
    0 references
    Seasonality
    0 references
    Fractional integration
    0 references
    Long memory
    0 references
    tables
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references