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Asymptotic distributions for unit root test statistics in nearly integrated seasonal autoregressive models
Nabeya, Seiji - In: Econometric theory 16 (2000) 2, pp. 200-230
Persistent link: https://www.econbiz.de/10001483367
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Estimating demand elasticities in non-stationary panels : the case of Hawaii tourism industry
Bonham, Carl Stanley; Fuleky, Peter; Zhao, Qianxue - 2013
Persistent link: https://www.econbiz.de/10009734224
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Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim; Larsson, Rolf - 2009
Persistent link: https://www.econbiz.de/10003884484
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Instrumental variables estimation of a nearly nonstationary, heterogenous error component model
Choi, In - In: Journal of econometrics 109 (2002) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001663891
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Seasonal unit roots, structural breaks and cointegration
Hall, Stephen G.; Scott, Andrew - 1990
Persistent link: https://www.econbiz.de/10000130886
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Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan - In: Applied economics letters 20 (2013) 1/3, pp. 147-151
Persistent link: https://www.econbiz.de/10009700212
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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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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - 1996
Persistent link: https://www.econbiz.de/10000930373
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Semiparametric selection of seasonal cointegrating ranks using information criteria
Seong, Byeongchan - In: Economics letters 120 (2013) 3, pp. 592-595
Persistent link: https://www.econbiz.de/10010187163
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Prediction and simulation using simple models characterized by nonstationarity and seasonality
Swanson, Norman R.; Urbach, Richard - 2013
In this paper, we provide new evidence on the empirical usefulness of various simple seasonal models, and underscore the importance of carefully designing criteria by which one judges alternative models. In particular, we underscore the importance of both choice of forecast or simulation horizon...
Persistent link: https://www.econbiz.de/10009777938