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A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data
Guha, Rishab; Ng, Serena - 2022
This paper analyzes weekly scanner data collected for 108 groups at the county level between 2006 and 2014. The data display multi-dimensional weekly seasonal effects that are not exactly periodic but are cross-sectionally dependent. Existing univariate procedures are imperfect and yield...
Persistent link: https://www.econbiz.de/10013324622
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A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data
Guha, Rishab - 2019
This paper analyzes weekly scanner data collected for 108 groups at the county level between 2006 and 2014. The data display multi-dimensional weekly seasonal effects that are not exactly periodic but are cross-sectionally dependent. Existing univariate procedures are imperfect and yield...
Persistent link: https://www.econbiz.de/10012479848
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A machine learning analysis of seasonal and cyclical sales in weekly scanner data
Guha, Rishab; Ng, Serena - 2019
Persistent link: https://www.econbiz.de/10012035134
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A machine learning analysis of seasonal and cyclical sales in weekly scanner data
Guha, Rishab; Ng, Serena - In: Big data for twenty-first-century economic statistics, (pp. 403-436). 2022
Persistent link: https://www.econbiz.de/10013273313
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Looking for evidence of speculative stockholding in commodity markets
Ng, Serena - 1995
Persistent link: https://www.econbiz.de/10001512550
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Testing for homogeneity in demand systems when the regressors are non-stationary
Ng, Serena - 1995
Persistent link: https://www.econbiz.de/10001512553
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Testing for unit roots in flow data sampled at different frequencies
Ng, Serena - In: Economics letters 47 (1995) 3, pp. 237-242
Persistent link: https://www.econbiz.de/10001178231
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Testing for homogeneity in demand systems when the regressors are nonstationary
Ng, Serena - In: Journal of applied econometrics 10 (1995) 2, pp. 147-163
Persistent link: https://www.econbiz.de/10001179176
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Looking for evidence of speculative stockholding in commodity markets
Ng, Serena - In: Journal of economic dynamics & control 20 (1996) 1, pp. 123-143
Persistent link: https://www.econbiz.de/10001190612
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Can sticky prices account for the variations and persistence in real exchange rates?
Ng, Serena - In: Journal of international money and finance 22 (2003) 1, pp. 65-85
Persistent link: https://www.econbiz.de/10001734740