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~subject:"Seasonal component"
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Seasonal component
Theorie
174
Theory
174
Time series analysis
168
Zeitreihenanalyse
168
Unit root test
137
Einheitswurzeltest
126
Estimation theory
63
Schätztheorie
63
Bootstrap approach
46
Bootstrap-Verfahren
46
Statistical test
46
Statistischer Test
46
Estimation
44
Schätzung
44
Structural break
43
Strukturbruch
43
Cointegration
42
Kointegration
41
Forecasting model
31
Prognoseverfahren
31
Volatility
31
Volatilität
31
Heteroscedasticity
29
Heteroskedastizität
29
Saisonale Schwankungen
28
Seasonal variations
28
Stochastic process
25
Stochastischer Prozess
25
VAR model
19
VAR-Modell
19
Großbritannien
16
United Kingdom
16
Autocorrelation
15
Autokorrelation
15
USA
15
United States
15
Regression analysis
14
Regressionsanalyse
14
Saisonkomponente
14
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3
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Article
11
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11
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11
Arbeitspapier
3
Graue Literatur
3
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3
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3
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English
14
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Taylor, Robert
12
Barrio Castro, Tomás del
4
Osborn, Denise R.
3
Harvey, David I.
2
Leybourne, Stephen James
2
Newbold, Paul
2
Smith, Richard J.
2
Astill, S.
1
Burridge, Peter
1
Chambers, Marcus J.
1
Ercolani, Joanne S.
1
Rodrigues, Paulo M. M.
1
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Loughborough University / Department of Economics
1
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Journal of econometrics
4
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Discussion papers in economics
1
Econometric reviews
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Economics discussion paper series : EDP
1
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ECONIS (ZBW)
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Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 269-281
Persistent link: https://www.econbiz.de/10001660383
Saved in:
2
Robust stationarity tests in seasonal time series processes
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 156-163
Persistent link: https://www.econbiz.de/10001728891
Saved in:
3
Variance ratio tests of the seasonal unit root hypothesis
Taylor, Robert
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10002439367
Saved in:
4
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
-
1998
Persistent link: https://www.econbiz.de/10001396969
Saved in:
5
Bootstrapping the HEGY seasonal unit root tests
Burridge, Peter
;
Taylor, Robert
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10002223722
Saved in:
6
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
Saved in:
7
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
Saved in:
8
On augmented hegy tests for seasonal unit roots
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1121-1143
Persistent link: https://www.econbiz.de/10009714720
Saved in:
9
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:
10
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
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