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~isPartOf:"Journal of econometrics"
~subject:"Calendar effect"
~subject:"Nachfrage"
~subject:"Stock market"
~subject:"Theory"
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Search: subject_exact:"Seasonal variations"
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Calendar effect
Nachfrage
Stock market
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Saisonale Schwankungen
19
Seasonal variations
19
Theorie
15
Estimation theory
10
Schätztheorie
10
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9
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9
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11.05.1990
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Ghysels, Eric
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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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Journal of econometrics
Economics letters
24
International journal of forecasting
22
Report / Econometric Institute, Erasmus University Rotterdam
19
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
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Tourism economics : the business and finance of tourism and recreation
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European journal of operational research : EJOR
11
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Analyse saisonaler Zeitreihen
7
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 548-573
Persistent link: https://www.econbiz.de/10003571323
Saved in:
2
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
Saved in:
3
Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Shin, Dong-wan
;
So, Beong Soo
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 107-137
Persistent link: https://www.econbiz.de/10001504432
Saved in:
4
Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary
;
Dijk, Herman K. van
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001496590
Saved in:
5
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
Saved in:
6
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
7
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
8
Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
Saved in:
9
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Saved in:
10
Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 363-386
Persistent link: https://www.econbiz.de/10001206881
Saved in:
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