Pages that link to "Item:Q1203074"

The following pages link to The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074):

Displaying 14 items.

• Stochastic linear trends. Models and estimators (Q685909) (← links)
• The choice of time interval in seasonal adjustment: a heuristic approach (Q849869) (← links)
• Does seasonal adjustment induce common cycles? (Q1128923) (← links)
• Testing for unit roots in seasonally adjusted data (Q1331842) (← links)
• Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence (Q1347110) (← links)
• The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)
• Seasonal cointegration for monthly data (Q1927440) (← links)
• Removing seasonality under a changing regime: filtering new car sales (Q2361172) (← links)
• Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
• Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)
• Recovering cointegration via wavelets in the presence of non-linear patterns (Q2700571) (← links)
• The consequences of seasonal adjustment for periodic autoregressive processes (Q3023023) (← links)
• Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
• The effects of working with seasonally adjusted data when testing for unit root. (Q5958457) (← links)