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Modelling the seasonal pattern...
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Gil-Alaña, Luis A.
95
Caporale, Guglielmo Maria
87
Smith, James P.
47
Banks, James
45
Gupta, Rangan
43
Blundell, Richard W.
38
Stock, James H.
35
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31
Koopman, Siem Jan
30
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27
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24
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24
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23
Bloom, Nicholas
22
Bordo, Michael D.
22
Diebold, Francis X.
22
Pesaran, M. Hashem
21
Gil-Alana, Luis A.
20
Hayo, Bernd
19
MacDonald, Ronald
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Nelson, Edward
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Peel, David
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Canova, Fabio
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Griffith, Rachel
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O'Mahony, Mary
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O'Rourke, Kevin Hjortshøj
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Piger, Jeremy Max
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Sensier, Marianne
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Bekaert, Geert
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Burkhauser, Richard V.
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Cuñado Eizaguirre, Juncal
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Mierzwa, Sascha
17
Sarno, Lucio
17
Calomiris, Charles W.
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Dijk, Herman K. van
16
Hein, Eckhard
16
Kapetanios, George
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Kunst, Robert M.
16
Lanne, Markku
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Siklos, Pierre L.
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Edward Elgar Publishing
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Österreichisches Institut für Wirtschaftsforschung
4
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3
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3
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Working paper / National Bureau of Economic Research, Inc.
280
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136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Applied economics
97
Discussion paper series / IZA
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Economics letters
79
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78
Journal of international money and finance
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61
The review of economics and statistics
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International journal of forecasting
56
Applied financial economics
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Journal of monetary economics
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CESifo working papers
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Journal of banking & finance
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Oxford bulletin of economics and statistics
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The journal of economic history
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Europäische Hochschulschriften / 5
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International review of financial analysis
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LIS working paper series
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ECONIS (ZBW)
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RePEc
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EconStor
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3
ArchiDok
2
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1
Stochastic seasonality and daily financial time series
Andrade, Isabel C.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000563148
Saved in:
2
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Saved in:
3
Forecasting using a periodic transfer function : with an application to the UK price of ferrous scrap
Albertson, Kevin
;
Aylen, Jonathan
- In:
International journal of forecasting
15
(
1999
)
4
,
pp. 409-419
Persistent link: https://www.econbiz.de/10001428535
Saved in:
4
Test for stochastic seasonality applied to daily financial time series
Andrade, I. C.
(
contributor
)
- In:
The Manchester School
67
(
1999
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10001352516
Saved in:
5
On seasonal cycles, unit roots, and mean shifts
Franses, Philip Hans
- In:
The review of economics and statistics
80
(
1998
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10001240839
Saved in:
6
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
7
Prototype Bayesian estimation of US state employment and unemployment rates
Hwang, Jing-shiang
-
1992
Persistent link: https://www.econbiz.de/10000864877
Saved in:
8
Seasonal unit roots in aggregate US data
Beaulieu, J. Joseph
;
Miron, Jeffrey A.
-
1992
Persistent link: https://www.econbiz.de/10000843097
Saved in:
9
A note on exponentially smoothed seasonal differences
Öller, Lars-Erik
-
1985
Persistent link: https://www.econbiz.de/10000765105
Saved in:
10
A valuation study of stock market seasonality and the size effect
Chen, Zhiwu
;
Jindra, Jan
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 78-92
Persistent link: https://www.econbiz.de/10003980039
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