Pages that link to "Item:Q106272"

The following pages link to Seasonal integration and cointegration (Q106272):

Displaying 50 items.

• Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
• Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
• Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE (Q1591158) (← links)
• Seasonal unit root tests with seasonal mean shifts (Q1607285) (← links)
• Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (Q1695431) (← links)
• Recursive demeaning and deterministic seasonality (Q1779676) (← links)
• Powerful nonparametric seasonal unit root tests (Q1787583) (← links)
• An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
• Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test (Q1856576) (← links)
• Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand. (Q1868965) (← links)
• Normalizations for periodogram-based unit root tests. (Q1871345) (← links)
• Labour demand in Germany and seasonal cointegration (Q1879211) (← links)
• Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
• Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
• The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)
• Periodic integration: Further results on model selection and forecasting (Q1915112) (← links)
• Seasonal cointegration for monthly data (Q1927440) (← links)
• Testing for seasonal unit roots in heterogeneous panels (Q1927742) (← links)
• Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
• Modified seasonal unit root test with seasonal level shifts at unknown time (Q1934161) (← links)
• Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence (Q1934170) (← links)
• Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
• A note on the application of the DF test to seasonal data (Q1974085) (← links)
• Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
• Detection and estimation of additive outliers in seasonal time series (Q2203427) (← links)
• Time-varying lag cointegration (Q2226301) (← links)
• Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India (Q2227423) (← links)
• Tests for real and complex unit roots in vector autoregressive models (Q2252897) (← links)
• A combination selection algorithm on forecasting (Q2256180) (← links)
• Asymptotic analysis of non-periodical cointegration with high seasonals (Q2316792) (← links)
• Periodic and seasonal (co-)integration in the state space framework (Q2328546) (← links)
• Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
• Periodic autoregressive stochastic volatility (Q2412761) (← links)
• Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
• Numerical distribution functions for seasonal stability tests (Q2452775) (← links)
• On the performance of the DHF tests against nonstationary alternatives (Q2489804) (← links)
• Extended complex error correction models for seasonal cointegration (Q2510648) (← links)
• Editorial: Annals issue of Journal of Econometrics ``Recent advances in time series econometrics''. Guest editors' introduction (Q2511779) (← links)
• Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
• The aggregation of dynamic relationships caused by incomplete information (Q2511791) (← links)
• Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
• Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)
• Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
• Regulated seasonal unit root process (Q2700548) (← links)
• Selecting between causal and noncausal models with quantile autoregressions (Q2700580) (← links)
• On Augmented Franses Tests for Seasonal Unit Roots (Q2807639) (← links)
• A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process (Q2888574) (← links)
• Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)