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~person:"Bergquist, Lauren Falcao"
~person:"Taylor, Robert"
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Search: subject_exact:"Seasonal variations"
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Saisonale Schwankungen
5
Seasonal variations
5
Einheitswurzeltest
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Unit root test
4
Saisonkomponente
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Bergquist, Lauren Falcao
Taylor, Robert
Combe, William
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7
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1
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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2
Sell low and buy high : arbitrage and local price effects in Kenyan markets
Burke, Marshall
;
Bergquist, Lauren Falcao
;
Miguel, Edward
- In:
The quarterly journal of economics
134
(
2019
)
2
,
pp. 785-842
Persistent link: https://www.econbiz.de/10012120211
Saved in:
3
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
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4
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
5
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
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