//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Share price"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Seasonal variations"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Time series analysis
Saisonale Schwankungen
14
Seasonal variations
14
Zeitreihenanalyse
13
Theorie
11
Theory
11
Saisonkomponente
5
Seasonal component
5
Autocorrelation
3
Autokorrelation
3
Einheitswurzeltest
3
Estimation
3
Großbritannien
3
Schätzung
3
Unit root test
3
United Kingdom
3
Climate change
2
Estimation theory
2
Klimawandel
2
Nichtlineare Regression
2
Nonlinear regression
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
nonlinear model
2
(periodic) nonstationary volatility
1
1955-1988
1
1959-1994
1
Australia
1
Australien
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Business cycle
1
Changing seasonality
1
China
1
Cointegration
1
Conditional heteroscedasticity
1
Correlation
1
more ...
less ...
Online availability
All
Free
5
Undetermined
4
Type of publication
All
Article
8
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
13
Author
All
He, Changli
3
Kang, Jian
3
Teräsvirta, Timo
3
Zhang, Shuhua
3
Proietti, Tommaso
2
Taylor, Robert
2
Barrio Castro, Tomás del
1
Blakely, Chris
1
Cavaliere, Giuseppe
1
Franses, Philip Hans
1
Grassi, Stefano
1
Hillebrand, Eric
1
Lopes, Artur C. B. da Silva
1
McElroy, Tucker
1
Montañés, Antonio
1
Osborn, Denise R.
1
Paap, Richard
1
Pollock, David Stephen G.
1
Psaradakis, Zacharias G.
1
Silvapulle, Paramsothy
1
Skrobotov, Anton
1
more ...
less ...
Published in...
All
CREATES research paper
Econometric reviews
International journal of forecasting
29
Economics letters
21
Applied economics letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Report / Econometric Institute, Erasmus University Rotterdam
19
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
15
Journal of forecasting
14
Applied economics
13
Finance research letters
13
Tourism economics : the business and finance of tourism and recreation
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Energy economics
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International review of financial analysis
9
Journal of econometrics
9
Documentos de trabajo / Banco de España, Servicio de Estudios
8
Journal of banking & finance
8
EUI working paper / ECO
7
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
7
International journal of financial research
7
Security market imperfections in worldwide equity markets
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Working paper
7
European journal of operational research : EJOR
6
Investment management and financial innovations
6
Journal of economics and finance
6
Journal of risk and financial management : JRFM
6
NBER Working Paper
6
The journal of finance : the journal of the American Finance Association
6
CESifo working papers
5
Discussion paper
5
Econometric theory
5
Economics and finance working paper series
5
Economics discussion papers
5
IHS economics series : working paper
5
International journal of economics and finance
5
International journal of economics and financial issues : IJEFI
5
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
2
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
3
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
4
Seasonal changes in Central England temperatures
Proietti, Tommaso
;
Hillebrand, Eric
-
2015
Persistent link: https://www.econbiz.de/10010529441
Saved in:
5
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
Saved in:
6
Trends cycles and seasons : econometric methods of signal extraction
Pollock, David Stephen G.
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 228-246
Persistent link: https://www.econbiz.de/10012038592
Saved in:
7
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation
Blakely, Chris
;
McElroy, Tucker
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10011795242
Saved in:
8
Stochastic trends and seasonality in economic time series : new evidence from Bayesian stochastic model specification search
Proietti, Tommaso
;
Grassi, Stefano
-
2011
Persistent link: https://www.econbiz.de/10009272103
Saved in:
9
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
Saved in:
10
The behavior of Hegy tests for quarterly time series with seasonal mean shifts
Lopes, Artur C. B. da Silva
;
Montañés, Antonio
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10002655594
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->