Pages that link to "Item:Q1203080"

The following pages link to Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080):

Displaying 50 items.

• Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
• Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
• Changes in seasonal patterns (Q671898) (← links)
• Seasonality and equilibrium business cycle theories (Q673801) (← links)
• Model selection using information criteria and genetic algorithms (Q816056) (← links)
• Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
• Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
• Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation (Q1005215) (← links)
• Moving average filters and unit roots (Q1189353) (← links)
• Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
• Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
• Forecasting performance of seasonal-dummy models relative to some alternatives (Q1327963) (← links)
• A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
• Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
• Structural breaks and seasonal integration (Q1389542) (← links)
• Nonlinear stochastic inflation modelling using SEASETARs. (Q1413380) (← links)
• Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
• Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE (Q1591158) (← links)
• Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
• Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (Q1695431) (← links)
• Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
• Seasonal cointegration for monthly data (Q1927440) (← links)
• Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
• Asymptotic analysis of non-periodical cointegration with high seasonals (Q2316792) (← links)
• Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
• Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
• ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
• Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information (Q3440756) (← links)
• Using the HEGY Procedure When Not All Roots Are Present (Q3505337) (← links)
• Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
• A sequential approach to testing seasonal unit roots in high frequency data (Q3592011) (← links)
• REGRESSION-BASED SEASONAL UNIT ROOT TESTS (Q3632432) (← links)
• (Q4212967) (← links)
• SEASONAL INTEGRATION FOR DAILY DATA (Q4432537) (← links)
• COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY (Q4432538) (← links)
• ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
• Seasonal Unit Root Tests Based on Forward and Reverse Estimation (Q4455660) (← links)
• Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes (Q4455674) (← links)
• BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS (Q4881705) (← links)
• Performance of seasonal unit root tests for monthly data (Q4935534) (← links)
• Periodic autoregressive models for time series with integrated seasonality (Q5065246) (← links)
• Tests for seasonal unit roots in panels of cross-sectionally correlated time series (Q5400784) (← links)
• ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL (Q5719156) (← links)
• EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
• The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (Q5864351) (← links)
• On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502) (← links)
• Recursive and rolling regression-based tests of the seasonal unit root hypothesis (Q5959568) (← links)
• Unit root test combination via random forests (Q6601922) (← links)