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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
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Stochastic seasonality and daily financial time series
Andrade, Isabel C. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000563148
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Nonlinearity and forecasting aspects of periodically integrated autoregressions
Franses, Philip Hans - In: Predictability and nonlinear modelling in natural …, (pp. 633-637). 1994
Persistent link: https://www.econbiz.de/10001288238
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Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín; Planas, Christophe - In: Journal of econometrics 92 (1999) 2, pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400842
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Cointegration analysis of seasonal time series
Franses, Philip Hans; McAleer, Michael - In: Journal of economic surveys 12 (1998) 5, pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
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On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - In: Econometric reviews 18 (1999) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
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Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert; Leybourne, Stephen James - In: The Manchester School 67 (1999) 3, pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
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Common cycles in seasonal non-stationary time series
Cubadda, Gianluca - In: Journal of applied econometrics 14 (1999) 3, pp. 273-291
Persistent link: https://www.econbiz.de/10001405546
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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