Changes in seasonal patterns
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Publication:671898
DOI10.1016/0165-1889(94)90051-5zbMATH Open0875.62608OpenAlexW3020890323WikidataQ60147657 ScholiaQ60147657MaRDI QIDQ671898FDOQ671898
Authors: Fabio Canova, Eric Ghysels
Publication date: 27 February 1997
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(94)90051-5
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Cites Work
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- Seasonal unit roots in aggregate U.S. data (with discussion)
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- Inference in Nonlinear Econometric Models with Structural Change
- Recursive stability analysis of linear regression relationships. An exploratory methodology
- Testing for Structural Change in Dynamic Models
- Are consumption-based intertemporal capital asset pricing models structural?
- Forecasting time series with common seasonal patterns (with discussion)
- Changes in seasonal patterns. Are they cyclical?
- Modeling Time Series With Calendar Variation
- Testing for deterministic trend and seasonal components in time series models
Cited In (4)
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