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Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.; Taylor, Robert - In: The econometrics journal 21 (2018) 3, pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
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The consequences of seasonal adjustment for periodic autoregressive processes
Barrio Castro, Tomas del; Osborn, Denise R. - In: The econometrics journal 7 (2004) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10002463439
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On LM type tests for seasonal unit roots in quarterly data
Rodrigues, Paulo M. M. - In: The econometrics journal 5 (2002) 1, pp. 176-195
Persistent link: https://www.econbiz.de/10001683702
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Data mining reconsidered : encompassing and the general-to-specific approach to specification search
Hoover, Kevin D.; Perez, Stephen J. - In: The econometrics journal 2 (1999) 2, pp. 167-191
Persistent link: https://www.econbiz.de/10001515235
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Measuring business cycles with a dynamic Markov switching factor model : an assessment using Bayesian simulation methods
Kaufmann, Sylvia - In: The econometrics journal 3 (2000) 1, pp. 39-65
Persistent link: https://www.econbiz.de/10001532209
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Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.; Koopman, Siem Jan - In: The econometrics journal 3 (2000) 1, pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
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The finite sample distribution of the KPSS test
Hornok, Attila; Larsson, Rolf - In: The econometrics journal 3 (2000) 1, pp. 108-121
Persistent link: https://www.econbiz.de/10001532226
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - In: The econometrics journal 2 (1999) 1, pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
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Spurious periodic autoregressions
Proietti, Tommaso - In: The econometrics journal 1 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001443661
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A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Clements, Michael P.; Krolzig, Hans-Martin - In: The econometrics journal 1 (1998) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10001443672