Pages that link to "Item:Q106272"

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

Displaying 50 items.

• (Q2971499) (← links)
• (Q2971501) (← links)
• ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
• The performance of the overall tests of seasonal integration against nonstationary alternatives: A unifying approach (Q3171925) (← links)
• A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING (Q3197159) (← links)
• Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information (Q3440756) (← links)
• Asymptotic laws of successive least squares estimates for seasonal arima models and application (Q3440774) (← links)
• Using the HEGY Procedure When Not All Roots Are Present (Q3505337) (← links)
• Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
• The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (Q3589965) (← links)
• A sequential approach to testing seasonal unit roots in high frequency data (Q3592011) (← links)
• Testing for cointegration at any frequency using spectral methods (Q3598296) (← links)
• The beveridge-nelson decomposition: Properties and extensions (Q3598325) (← links)
• Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
• COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374) (← links)
• TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES (Q3632411) (← links)
• REGRESSION-BASED SEASONAL UNIT ROOT TESTS (Q3632432) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS (Q4012951) (← links)
• (Q4212967) (← links)
• Testing for unit roots in time series with nearly deterministic seasonal variation (Q4373277) (← links)
• A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237) (← links)
• SEASONAL INTEGRATION FOR DAILY DATA (Q4432537) (← links)
• COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY (Q4432538) (← links)
• ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
• Seasonal Unit Root Tests Based on Forward and Reverse Estimation (Q4455660) (← links)
• Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes (Q4455674) (← links)
• On LM type tests for seasonal unit roots in quarterly data (Q4551779) (← links)
• ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS (Q4561955) (← links)
• Cash Flow Risk Management in the Property/Liability Insurance Industry: A Dynamic Factor Modeling Approach (Q4567956) (← links)
• SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS (Q4637614) (← links)
• THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS (Q4643225) (← links)
• Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models (Q4677030) (← links)
• THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS (Q4678785) (← links)
• Seasonal Unit Root Tests Under Structural Breaks* (Q4828169) (← links)
• A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN (Q4854214) (← links)
• BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS (Q4881705) (← links)
• UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824) (← links)
• FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
• Performance of seasonal unit root tests for monthly data (Q4935534) (← links)
• On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
• Big Data: Forecasting and Control for Tourism Demand (Q5048362) (← links)
• Periodic autoregressive models for time series with integrated seasonality (Q5065246) (← links)
• On cointegration for processes integrated at different frequencies (Q5095290) (← links)
• Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
• Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series (Q5259135) (← links)
• A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← links)
• Inference of seasonal cointegration with linear restrictions (Q5433112) (← links)
• Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)
• ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL (Q5719156) (← links)