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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
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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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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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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
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On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - In: Econometric reviews 18 (1999) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - In: Econometric reviews 16 (1997) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001230024
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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - In: Econometric reviews 20 (2001) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10001582461
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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
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Seasonal integration for daily data
Tokihisa, Akira; Hamori, Shigeyuki - In: Econometric reviews 20 (2001) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001596580
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Common features in time series with both deterministic and stochastic seasonality
Cubadda, Gianluca - In: Econometric reviews 20 (2001) 2, pp. 201-216
Persistent link: https://www.econbiz.de/10001596583