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~isPartOf:"Econometric reviews"
~language:"eng"
~person:"Audretsch, David B."
~person:"Gil-Alaña, Luis A."
~person:"Kilian, Lutz"
~person:"Stiglitz, Joseph E."
~person:"Taylor, Robert"
~subject:"Seasonal variations"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Seasonal variations
Zeitreihenanalyse
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Audretsch, David B.
Gil-Alaña, Luis A.
Kilian, Lutz
Stiglitz, Joseph E.
Taylor, Robert
Dagum, Estela Bee
7
Phillips, Peter C. B.
7
Teräsvirta, Timo
7
Maasoumi, Esfandiar
6
Spanos, Aris
6
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4
McAleer, Michael
4
McElroy, Tucker
4
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3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Franses, Philip Hans
3
Gao, Jiti
3
Harvey, David I.
3
Hendry, David F.
3
Hsiao, Cheng
3
Kapetanios, George
3
Leybourne, Stephen James
3
Lucas, André
3
Medeiros, Marcelo C.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Smeekes, Stephan
3
Ashley, Richard A.
2
Audrino, Francesco
2
Berkowitz, Jeremy
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Bordignon, Silvano
2
Chan, Joshua
2
Corsi, Fulvio
2
Davidson, Russell
2
Dong, Chaohua
2
Granger, C. W. J.
2
He, Changli
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
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Econometric reviews
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49
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20
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17
Discussion papers of interdisciplinary research project 373
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Econometric theory
13
Applied economics letters
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Tourism economics : the business and finance of tourism and recreation
7
Department of Economics discussion paper / Department of Economics, The University of Birmingham
6
Oxford bulletin of economics and statistics
6
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working papers / University of Michigan, Department of Economics
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3
Discussion papers / Department of Economics, University of Copenhagen
3
Economic modelling
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Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of economics and finance
3
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
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:
3
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
4
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:
5
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
6
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
7
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
Saved in:
8
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
;
Kilian, Lutz
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 371-402
Persistent link: https://www.econbiz.de/10002514260
Saved in:
9
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
Saved in:
10
Comment on "Recent developments in bootstrapping time series"
Davidson, Russell
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001455658
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