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Seasonality in economic models
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Theorie
1,645
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1,645
Estimation theory
369
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369
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336
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336
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173
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173
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146
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146
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134
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134
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131
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131
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127
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127
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119
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Phillips, Peter C. B.
37
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Taylor, Robert
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Teräsvirta, Timo
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Chen, Xiaohong
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
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8
Ng, Serena
8
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(EC)2 Conference <1, 1990; 2, 1991>
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
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6,950
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6,584
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6,314
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5,379
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5,091
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4,618
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3,629
Journal of economic theory
2,905
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2,793
Journal of economic dynamics & control
2,432
The American economic review
2,380
Discussion paper / Tinbergen Institute
2,362
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
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2,221
Journal of economic behavior & organization : JEBO
2,219
Europäische Hochschulschriften / 5
2,161
International journal of production research
1,991
European economic review : EER
1,972
Games and economic behavior
1,863
CESifo Working Paper
1,859
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
Discussion paper
1,813
The economic journal : the journal of the Royal Economic Society
1,799
Journal of public economics
1,780
SpringerLink / Bücher
1,779
Economic modelling
1,681
Discussion paper / Center for Economic Research, Tilburg University
1,660
CESifo Working Paper Series
1,576
Applied economics
1,532
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,523
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1,490
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1,480
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1,443
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1,421
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1,392
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1,390
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1,373
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ECONIS (ZBW)
1,649
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1
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
Saved in:
2
Measurement errors and outliers in seasonal unit root testing
Haldrup, Niels
;
Montañés, Antonio
;
Sansó, Andreu
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 103-128
Persistent link: https://www.econbiz.de/10002756937
Saved in:
3
Asymmetry and nonstationarity for a seasonal time series model
Shin, Dong-wan
;
Lee, Oesook
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10003401644
Saved in:
4
Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand
Huang, Tai-hsin
;
Shen, Chung-hua
- In:
Journal of econometrics
111
(
2002
)
1
,
pp. 11-46
Persistent link: https://www.econbiz.de/10001703551
Saved in:
5
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 309-336
Persistent link: https://www.econbiz.de/10001633661
Saved in:
6
Functional data analysis of dynamic of the monthly index of nondurable goods production
Ramsay, James O.
;
Ramsey, James B.
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 237-344
Persistent link: https://www.econbiz.de/10001651317
Saved in:
7
Making a match : combining
theory
and evidence in policy-oriented macroeconomic modeling
Kapetanios, George
;
Pagan, Adrian R.
;
Scott, Andrew
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 565-594
Persistent link: https://www.econbiz.de/10003412676
Saved in:
8
The role of
theory
in econometrics
Pesaran, M. Hashem
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001333017
Saved in:
9
Probabilities and experiments
Cartwright, Nancy
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001333018
Saved in:
10
Tests of specification for parametric and semiparametric models
Whang, Yoon-jae
- In:
Journal of econometrics
57
(
1993
)
1
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001142521
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