Seasonal long memory in the aggregate output

DOI10.1016/S0165-1765(01)00556-0MaRDI QIDQ5958526zbMATH OpenOpenAlexFDO

Authors Luis A. Gil-Alana

Publication date 3 March 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(01)00556-0

zbMATH Keywords

fractional integrationlong memoryseasonality

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Recommendations

• scientific article; zbMATH DE number 2217285
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Cites work

• Efficient Tests of Nonstationary Hypotheses
• Seasonal integration and cointegration
• Testing for Unit Roots in Seasonal Time Series
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series
• Testing stochastic cycles in macroeconomic time series

Cited in

(6)

• Testing catching-up between the developing countries: ``Growth resistance and sometimes ``growth tragedy
• Inference of Seasonal Long‐memory Time Series with Measurement Error
• Testing fractional unit roots with non-linear smooth break approximations using Fourier functions
• Long memory with seasonal effects
• The CSS and the two-staged methods for parameter estimation in SARFIMA models
• Deterministic versus stochastic seasonal fractional integration and structural breaks

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