Pages that link to "Item:Q106272"
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The following pages link to Seasonal integration and cointegration (Q106272):
Displaying 17 items.
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
- The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (Q5864351) (← links)
- Detecting seasonal unit roots in a structural time series model (Q5901231) (← links)
- Detecting seasonal unit roots in a structural time series model (Q5901232) (← links)
- The robustness of tests for seasonal differencing to structural breaks. (Q5941015) (← links)
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502) (← links)
- Seasonal long memory in the aggregate output (Q5958526) (← links)
- Recursive and rolling regression-based tests of the seasonal unit root hypothesis (Q5959568) (← links)
- Rescaled variance tests for seasonal stationarity (Q6039104) (← links)
- A Review of Seasonal Adjustment Diagnostics (Q6067576) (← links)
- Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis (Q6579742) (← links)
- Unit root test combination via random forests (Q6601922) (← links)
- Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition (Q6626324) (← links)
- An investigation of asymmetries in exchange rate pass-through to domestic prices (Q6637748) (← links)
