Cited in
(44)- Recursive and rolling regression-based tests of the seasonal unit root hypothesis
- A comparison between the linear regression model with autocorrelated errors and the partial adjustment model
- PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models
- Impulse response functions for periodic integration
- Periodic and seasonal (co-)integration in the state space framework
- On stationarity and \(\beta \)-mixing of periodic bilinear processes
- Forecasting seasonal time series data: a Bayesian model averaging approach
- The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
- A new method to compare the spectral densities of two independent periodically correlated time series
- Seasonal nonlinear long memory model for the US inflation rates
- Anticipating random periodic solutions. I: SDEs with multiplicative linear noise.
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
- Periodic autoregressive models with closed skew-normal innovations
- Non-parametric testing for seasonally and periodically integrated processes
- Macroeconomics and the reality of mixed frequency data
- Loss development forecasting models: an econometrician's view
- On periodic autoregressive stochastic volatility models: structure and estimation
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
- Periodically correlated autoregressive Hilbertian processes
- Functional coefficient seasonal time series models with an application of Hawaii tourism data
- On trends and constants in periodic autoregressions
- Functional data analysis of the dynamics of the monthly index of nondurable goods production.
- TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
- Testing for integration using evolving trend and seasonals models: A Bayesian approach.
- The consequences of seasonal adjustment for periodic autoregressive processes
- meboot
- MIDAS Regressions
- TESTING FOR PERIODIC STATIONARITY
- A computational method to compare spectral densities of independent periodically correlated time series
- Predictive Density Order Selection of Periodic AR Models
- Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
- An optimization technique based on a vector autoregression model with state space representation: application to Ukrainian cargo transport data
- THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
- Testing nested and non-nested periodically integrated autoregressive models
- Forward moving average representations for MA processes of finite order: multivariate stationary and periodically correlated
- Generation Of Time Series Models With Given Spectral Properties
- Multi-companion matrices
- Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape
- A new method to detect periodically correlated structure
- Bootstrapping periodic state-space models
- Performance of seasonal unit root tests for monthly data
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
- Non-parametric seasonal unit root tests under periodic non-stationary volatility
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
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