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Cointegration analysis of seasonal time series

Franses, Philip Hans; McAleer, Michael - In: Journal of economic surveys 12 (1998) 5, pp. 651-678

Persistent link: https://www.econbiz.de/10001400867

Testing for unit roots and non-linear transformations

Franses, Philip Hans; McAleer, Michael - 1995

Persistent link: https://www.econbiz.de/10000924063

Testing nested and non-nested periodically integrated autoregressive models

Franses, Philip Hans; McAleer, Michael - 1995

Persistent link: https://www.econbiz.de/10000907435

Cointegration analysis of seasonal time series

Franses, Philip Hans; McAleer, Michael - In: Practical issues in cointegration analysis, (pp. 235-262). 1999

Persistent link: https://www.econbiz.de/10001550942

Combining Non-Replicable Forecasts

Chang, Chia-Lin - 2010

Macro-economic forecasts are often based on the interaction between econometric models and experts. A forecast that is based only on an econometric model is replicable and may be unbiased, whereas a forecast that is not based only on an econometric model, but also incorporates an expert's touch,...

Persistent link: https://www.econbiz.de/10013142714