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1
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
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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
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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
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Can we use seasonally adjusted variables in dynamic factor models?
Camacho, Maximo
;
Lovcha, Yuliya
;
Pérez-Quirós, Gabriel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
3
,
pp. 377-391
Persistent link: https://www.econbiz.de/10011339427
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5
A note on using the Hodrick-Prescott filter in electricity markets
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
48
(
2015
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011533689
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6
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
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7
Seasonal concentration of tourism demand : decomposition analysis and marketing implications
Fernández Morales, Antonio
;
Cisneros-Martínez, José David
- In:
Tourism management : research, policies, practice
56
(
2016
),
pp. 172-190
Persistent link: https://www.econbiz.de/10011513085
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8
A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions
McElroy, Tucker
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009515137
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9
Stability and consistency of seasonally adjusted aggregates and thier component patterns
Cleveland, William P.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10002652126
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10
Direkte Schätzung der Trend-Konjunktur-Komponente versus Saisonbereinigung am aktuellen Zeitreihenrand
Goldrian, Georg
- In:
Jahrbücher für Nationalökonomie und Statistik
221
(
2001
)
2
,
pp. 129-144
Persistent link: https://www.econbiz.de/10001569145
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