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~isPartOf:"Analyse saisonaler Zeitreihen"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Stock market"
~subject:"Theory"
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Search: subject_exact:"Seasonal variations"
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Stock market
Theory
Saisonale Schwankungen
51
Seasonal variations
51
Theorie
37
Time series analysis
34
Zeitreihenanalyse
34
Estimation theory
12
Schätztheorie
12
Estimation
5
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5
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Franses, Philip Hans
17
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4
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3
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3
Ooms, Marius
3
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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European University Institute / Department of Economics
5
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Analyse saisonaler Zeitreihen
EUI working paper / ECO
Journal of time series econometrics
Report / Econometric Institute, Erasmus University Rotterdam
Economics letters
23
International journal of forecasting
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
16
Journal of econometrics
15
Applied economics letters
13
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12
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9
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9
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7
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ECONIS (ZBW)
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1
Seasonal adjustment of daily time series
Ollech, Daniel
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 235-264
Persistent link: https://www.econbiz.de/10012612770
Saved in:
2
Optimal real-time filters for linear prediction problems
Wildi, Marc
;
McElroy, Tucker
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 155-192
Persistent link: https://www.econbiz.de/10011582769
Saved in:
3
Optimal signal extraction with correlated components
McElroy, Tucker
;
Maravall Herrero, Agustín
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 237-273
Persistent link: https://www.econbiz.de/10010401113
Saved in:
4
Nonparametric tests for periodic integration
Barrio Castro, Tomás del
;
Osborn, Denise R.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009623244
Saved in:
5
Forecasting annual inflation with seasonal monthly data : using levels versus logs of the underlying price index
Luetkepohl, Helmut
;
Fang, Xu
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009623577
Saved in:
6
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002472249
Saved in:
7
Seasonal specific structural time series models
Proietti, Tommaso
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725591
Saved in:
8
Does seasonality in unemployment change with its (nonlinear) business cycle?
Franses, Philip Hans
-
1998
Persistent link: https://www.econbiz.de/10000990786
Saved in:
9
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000989872
Saved in:
10
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
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