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Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Silvennoinen, Annastiina; … - In: Journal of econometrics 239 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015073960
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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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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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Seasonality and non-linear price effects in scanner-data-based market-response models
Fok, Dennis; Franses, Philip Hans; Paap, Richard - In: Journal of econometrics 138 (2007) 1, pp. 231-251
Persistent link: https://www.econbiz.de/10003451760
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Estimating DSGE models using seasonally adjusted and unadjusted data
Saijo, Hikaru - In: Journal of econometrics 173 (2013) 1, pp. 22-35
Persistent link: https://www.econbiz.de/10009719639
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Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.; Ercolani, Joanne S.; Taylor, Robert - In: Journal of econometrics 178 (2014) 1, pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
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Deterministic seasonal models and spurious regressions
Abeysinghe, Tilak - In: Journal of econometrics 61 (1994) 2, pp. 259-272
Persistent link: https://www.econbiz.de/10001155770
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Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans - In: Journal of econometrics 78 (1997) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
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Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric - In: Journal of econometrics 62 (1994) 2, pp. 415-442
Persistent link: https://www.econbiz.de/10001162289