Testing for deterministic seasonality in mixed-frequency VARs
Tomás del Barrio Castro, Alain Hecq
| Year of publication: |
December 2016
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|---|---|
| Authors: | Barrio Castro, Tomás del ; Hecq, Alain W. J. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 149.2016, p. 20-24
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| Subject: | Deterministic seasonal features | Mixed frequency VARs | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Saisonkomponente | Seasonal component | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.09.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011620030