Pages that link to "Item:Q1203077"

The following pages link to Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077):

Displaying 34 items.

• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Spurious deterministic seasonality (Q672885) (← links)
• Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
• Does seasonal adjustment induce common cycles? (Q1128923) (← links)
• Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
• Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
• Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
• Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
• Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
• A method to select between periodic cointegration and seasonal cointegration (Q1311239) (← links)
• Forecasting performance of seasonal-dummy models relative to some alternatives (Q1327963) (← links)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
• A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
• Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence (Q1347110) (← links)
• Bayesian analysis of seasonal unit roots and seasonal mean shifts (Q1362505) (← links)
• Structural breaks and seasonal integration (Q1389542) (← links)
• Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand. (Q1868965) (← links)
• Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
• Seasonal cointegration for monthly data (Q1927440) (← links)
• Time-varying lag cointegration (Q2226301) (← links)
• Deterministic seasonality versus seasonal fractional integration (Q2386153) (← 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)
• Testing for cointegration at any frequency using spectral methods (Q3598296) (← links)
• COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374) (← links)
• REGRESSION-BASED SEASONAL UNIT ROOT TESTS (Q3632432) (← links)
• A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237) (← links)
• COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY (Q4432538) (← links)
• THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS (Q4678785) (← links)
• A vector of quarters representation for bivariate time series (Q4853088) (← links)
• A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN (Q4854214) (← links)
• FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
• On cointegration for processes integrated at different frequencies (Q5095290) (← links)
• Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition (Q6626324) (← links)