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Common cycles in seasonal non-stationary time series
Cubadda, Gianluca - In: Journal of applied econometrics 14 (1999) 3, pp. 273-291
Persistent link: https://www.econbiz.de/10001405546
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US weekly economic index : replication and extension
Wegmüller, Philipp; Glocker, Christian - In: Journal of applied econometrics 38 (2023) 6, pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
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Tests of seasonal integration and cointegration in multivariate unobserved component models
Busetti, Fabio - In: Journal of applied econometrics 21 (2006) 4, pp. 419-438
Persistent link: https://www.econbiz.de/10003338625
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Bayesian inference for periodic regime-switching models
Ghysels, Eric - In: Journal of applied econometrics 13 (1998) 2, pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
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Modelling the trend and seasonals within an AIDS model of the demand for alcoholic beverages in the United Kingdom
Moosa, Imad A.; Baxter, J. L. - In: Journal of applied econometrics 17 (2002) 2, pp. 95-106
Persistent link: https://www.econbiz.de/10001667478
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Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - In: Journal of applied econometrics 16 (2001) 2, pp. 95-114
Persistent link: https://www.econbiz.de/10001573879
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Convergence in European GDP series : a multivariate common converging trend-cycle decomposition
Luginbuhl, Rob; Koopman, Siem Jan - In: Journal of applied econometrics 19 (2004) 5, pp. 611-636
Persistent link: https://www.econbiz.de/10002342792
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Attrition in longitudinal panel data and the empirical analysis of dynamic labour market behaviour
Berg, Gerard J. van den - In: Journal of applied econometrics 9 (1994) 4, pp. 421-435
Persistent link: https://www.econbiz.de/10001170308
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The effect of seasonal adjustment on the properties of business cycle regimes
Matas Mir, Antonio; Osborn, Denise R.; Lombardi, Marco - In: Journal of applied econometrics 23 (2008) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10003704978
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Persistence of shocks on seasonal processes
Proietti, Tommaso - In: Journal of applied econometrics 11 (1996) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10001202517