KOCAK, Necmettin Alpay - In: Istanbul University Econometrics and Statistics e-Journal 10 (2009) 1, pp. 20-28
Omitting the official and religious holidays which are deterministic components of a time series causes a bias on analyzing of economic time series and this biased series comparisons will be at fault. In this study, I will discuss how the holiday variables can be constructed and analyzed in...