A multivariate approach to modeling univariate seasonal time series
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Publication:1341207
DOI10.1016/0304-4076(93)01563-2zbMath0825.62679OpenAlexW2150910681MaRDI QIDQ1341207
Publication date: 28 November 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://repub.eur.nl/pub/2079
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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- On periodic and multiple autoregressions
- The implications of periodically varying coefficients for seasonal time- series processes
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- A periodic cointegration model of quarterly consumption
