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Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.; Taylor, Robert - In: Journal of econometrics 105 (2001) 2, pp. 309-336
Persistent link: https://www.econbiz.de/10001633661
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Asymmetry and nonstationarity for a seasonal time series model
Shin, Dong-wan; Lee, Oesook - In: Journal of econometrics 136 (2007) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10003401644
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Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.; Ercolani, Joanne S.; Taylor, Robert - In: Journal of econometrics 178 (2014) 1, pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
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Estimating DSGE models using seasonally adjusted and unadjusted data
Saijo, Hikaru - In: Journal of econometrics 173 (2013) 1, pp. 22-35
Persistent link: https://www.econbiz.de/10009719639
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Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Silvennoinen, Annastiina; … - In: Journal of econometrics 239 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015073960
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Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand
Huang, Tai-hsin; Shen, Chung-hua - In: Journal of econometrics 111 (2002) 1, pp. 11-46
Persistent link: https://www.econbiz.de/10001703551
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Functional data analysis of dynamic of the monthly index of nondurable goods production
Ramsay, James O.; Ramsey, James B. - In: Journal of econometrics 107 (2002) 1/2, pp. 237-344
Persistent link: https://www.econbiz.de/10001651317
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Measurement errors and outliers in seasonal unit root testing
Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - In: Journal of econometrics 127 (2005) 1, pp. 103-128
Persistent link: https://www.econbiz.de/10002756937
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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.; Hurvich, Clifford M.; Lu, Yi - In: Journal of econometrics 131 (2006) 1/2, pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
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Trend estimation and de-trending via rational square-wave filters
Pollock, David Stephen G. - In: Journal of econometrics 99 (2000) 2, pp. 317-334
Persistent link: https://www.econbiz.de/10001511974