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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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Testing time-series stationarity against and alternative whose mean is periodic
Hinich, Melvin J.; Wild, Phillip - In: Macroeconomic dynamics 5 (2001) 3, pp. 380-412
Persistent link: https://www.econbiz.de/10001591767
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Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series
Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 269-281
Persistent link: https://www.econbiz.de/10001660383
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An iterative plug-in algorithm for nonparametric modelling of seasonal time series
Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10001686404
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A new kernel for long-run variance estimates in seasonal time series models
Shin, Dong-wan; Oh, Man-suk - In: Economics letters 76 (2002) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10001690289
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On seasonal filters and monotonicity
Andersson, Eva; Bock, D. - In: On turning point detection in cyclical processes : with …, (pp. 1-25). 2001
Persistent link: https://www.econbiz.de/10001645493
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Overcoming nonadmissibility in ARIMA-model-based signal extraction
Fiorentini, Gabriele; Planas, Christophe - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 455-464
Persistent link: https://www.econbiz.de/10001646383
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A state space model-based method of seasonal adjustment
Jain, Raj K. - In: Monthly labor review : MLR 124 (2001) 7, pp. 37-45
Persistent link: https://www.econbiz.de/10001616939
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Modeling seasonal integrated time series : the spanish industrial production index
Gallego-Gómez, José Luis - In: Essays on microeconomics and industrial organisation : …, (pp. 5-17). 2001
Persistent link: https://www.econbiz.de/10001619053