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1
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
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2
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
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3
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:
4
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:
5
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
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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
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7
The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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8
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
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9
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
10
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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