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subject:"United States"
~person:"Barrio Castro, Tomás del"
~subject:"Theory"
~subject:"Time series analysis"
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Search: subject_exact:"Seasonal variations"
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United States
Theory
Time series analysis
Saisonale Schwankungen
7
Seasonal variations
7
Theorie
7
Zeitreihenanalyse
5
Einheitswurzeltest
3
Unit root test
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Saisonkomponente
2
Seasonal component
2
ARMA model
1
ARMA-Modell
1
Change in the mean
1
Cointegration
1
Data-based lag selection
1
Deterministic seasonal features
1
Forecasting model
1
HEGY tests
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Lag model
1
Lag-Modell
1
Least squares method
1
Mixed frequency VARs
1
OLS and GLS detrending
1
Periodic integration
1
Prognoseverfahren
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Seasonal unit root
1
Trade balance
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VAR model
1
VAR-Modell
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7
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Barrio Castro, Tomás del
Franses, Philip Hans
76
Miron, Jeffrey A.
27
Taylor, Robert
26
Ghysels, Eric
24
Gil-Alaña, Luis A.
23
Kunst, Robert M.
23
Hylleberg, Svend
16
Maravall Herrero, Agustín
16
Ooms, Marius
16
Osborn, Denise R.
16
Paap, Richard
16
Proietti, Tommaso
16
Koopman, Siem Jan
13
Kashyap, Anil K.
11
Rodrigues, Paulo M. M.
10
Hindrayanto, Irma
9
Jacobs, Jan
9
McElroy, Tucker
9
Harvey, Andrew C.
8
Teräsvirta, Timo
8
Ziemba, William T.
8
Abeln, Barend
7
Beaulieu, J. Joseph
7
Breitung, Jörg
7
Canova, Fabio
7
Cecchetti, Stephen G.
7
Pollock, David Stephen G.
7
Weron, Rafał
7
Wilcox, David W.
7
Caporale, Guglielmo Maria
6
Cellini, Roberto
6
He, Changli
6
Hoek, Henk
6
Kang, Jian
6
Lee, Hahn-shik
6
Löf, Mårten
6
Smith, Richard J.
6
Stier, Winfried
6
Arnade, Carlos Anthony
5
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Econometric theory
2
Economics letters
2
Computational economics
1
Econometric reviews
1
Journal of time series econometrics
1
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ECONIS (ZBW)
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1
Testing for periodic integration with a changing mean
Barrio Castro, Tomás del
;
Camarero Olivas, Mariam
; …
- In:
Computational economics
54
(
2019
)
1
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012134081
Saved in:
2
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
Saved in:
3
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del
;
Hecq, Alain W. J.
- In:
Economics letters
149
(
2016
),
pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Saved in:
4
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
5
Nonparametric tests for periodic integration
Barrio Castro, Tomás del
;
Osborn, Denise R.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009623244
Saved in:
6
Cointegration for periodically integrated processes
Barrio Castro, Tomás del
;
Osborn, Denise R.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 109-142
Persistent link: https://www.econbiz.de/10003894119
Saved in:
7
The effects of working with seasonally data when testing for unit root
Barrio Castro, Tomás del
;
Pons Fanals, Ernest
; …
- In:
Economics letters
75
(
2002
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10001651027
Saved in:
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