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Complex reduced rank models for seasonally cointegrated time series
Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 63 (2001) 4, pp. 497-511
Persistent link: https://www.econbiz.de/10001622987
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Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
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Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan; Cho, Sinsup; Ahn, Sung K. - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
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Inference of seasonal cointegration : Gaussian reduced rank estimation and tests for various types of cointegration
Ahn, Sung K.; Cho, Sinsup; Seong, B. Chan - In: Oxford bulletin of economics and statistics 66 (2004) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10002069785
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The analysis of seasonal long memory : the case of Spanish inflation
Arteche, Josu - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 749-772
Persistent link: https://www.econbiz.de/10003595765
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Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
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Seasonal unit root tests with structural breaks in deterministic seasonality
Balcombe, Kelvin G. - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 569-582
Persistent link: https://www.econbiz.de/10001437433
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Common seasonal features : global unemployment
Engle, Robert F. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 615-630
Persistent link: https://www.econbiz.de/10001334932
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On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 409-433
Persistent link: https://www.econbiz.de/10001407391
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The effects of additive outliers and measurement errors when testing for structural breaks in variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-468
Persistent link: https://www.econbiz.de/10009241614