Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models

Szabolcs Blazsek, Alvaro Escribano and Adrian Licht

Year of publication:	[2018]
Authors:	Blazsek, Szabolcs ; Escribano, Álvaro ; Licht, Adrian
Publisher:	Getafe (Spain) : Universidad Carlos III de Madrid, Departamento de Economía
Subject:	Quasi-vector autoregressive (QVAR) model \| Zeitreihenanalyse \| Time series analysis \| Saisonkomponente \| Seasonal component \| Scoring-Modell \| Scoring model \| Multivariate Verteilung \| Multivariate distribution \| VAR-Modell \| VAR model \| Ölpreis \| Oil price \| Inflationsrate \| Inflation rate \| Bruttoinlandsprodukt \| Gross domestic product \| USA \| United States \| 1987-2013

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