Pages that link to "Item:Q2768498"
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The following pages link to The Econometric Analysis of Seasonal Time Series (Q2768498):
Displayed 50 items.
- Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Realization and identification of autonomous linear periodically time-varying systems (Q458862) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Neural networks and seasonality: Some technical considerations (Q858436) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment (Q959305) (← links)
- Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
- Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- Sparse seasonal and periodic vector autoregressive modeling (Q1658508) (← links)
- Testing for deterministic seasonality in mixed-frequency VARs (Q1668620) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- The KPSS test with seasonal dummies (Q1852916) (← links)
- Seasonal cointegration for monthly data (Q1927440) (← links)
- Testing for seasonal unit roots in heterogeneous panels (Q1927742) (← links)
- Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
- Seasonal adjustment of daily time series (Q2046063) (← links)
- Detection and estimation of additive outliers in seasonal time series (Q2203427) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Removing seasonality under a changing regime: filtering new car sales (Q2361172) (← links)
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- Data revisions and periodic properties of macroeconomic data (Q2442382) (← links)
- Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
- Parameter redundancy in neural networks: an application of Chebyshev polynomials (Q2468329) (← links)
- On the performance of the DHF tests against nonstationary alternatives (Q2489804) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
- A random forest-based approach to combining and ranking seasonality tests (Q2694019) (← links)
- Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
- Economic Time Series: Modeling and Seasonality (Q2852500) (← links)
- Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
- The consequences of seasonal adjustment for periodic autoregressive processes (Q3023023) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
- The performance of the overall tests of seasonal integration against nonstationary alternatives: A unifying approach (Q3171925) (← 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)
- The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (Q3589965) (← links)
- TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES (Q3632411) (← links)
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
- SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS (Q4637614) (← links)
- On periodic autoregressive stochastic volatility models: structure and estimation (Q4960634) (← links)
- On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
- Seasonal functional autoregressive models (Q5063322) (← links)