Are Many Current Seasonally Adjusted Data Downward Biased?
Year of publication: |
1997
|
---|---|
Authors: | Franses, P.H. ; Arno, M.A. ; Hobijn, R. |
Institutions: | Econometrisch Instituut, Faculteit der Economische Wetenschappen |
Subject: | TIME SERIES | ECONOMIC MODELS |
-
A General Framework for Testing the Granger Noncausality Hypothesis.
Peguin-Feissolle, A., (1999)
-
Do We Often Find ARCH Because of Neglected Outliers?
Van Dijk, D., (1997)
-
Determining the order of Differencing in Seasonal Time Series Processes.
Franses, P.H., (1997)
- More ...
-
Forecasting Volatility with Switching Persistence GARCH Models.
Franses, P.H., (1998)
-
Baysian Analysis of Seasonal , Unit Roots and Seasonal Mean Shifts.
Franses, P.H., (1995)
-
On the Role of Seasonal Intercepts in Seasonal Cointegration.
Franses, P.H., (1998)
- More ...