In this research, a new class of time series models capturing dynamic seasonality is introduced. Unlike traditional seasonal models which focus mainly on the mean process, our approach can accommodate dynamic seasonality in the mean and variance processes. This feature allows us to perform...

This paper studies the statistical properties of a two-step conditional quantile estimator in nonlinear time series models with unspecified error distribution. The asymptotic distribution of the quasi-maximum likelihood estimators and the filtered empirical percentiles is derived. Three...

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The Erosion Productivity Impact Calculator (EPIC) model is validated using long-term data collected for two southwest Iowa watersheds that have been cropped in continuous corn under two different tillage systems. The annual hydrologic balance was calibrated during 1988-94 by adjusting the runoff...

The authors tested the Erosion Productivity Impact Calculator (EPIC) model using four years of field data collected at a site near Lamberton, Minnesota, under three different crop rotations: continuous corn (Zea mays L.) or CC, soybean (Glycine max L.)-corn (SC), and continuous alfalfa (Medicago...

Crude oil draws attention in recent research as its demand may indicate world economic growth trend in the post-COVID-19 era. In this paper, we study the dynamic lead-lag relationship between the COVID-19 pandemic and crude oil future prices. We perform rolling-sample tests to evidence whether...