Pages that link to "Item:Q106272"
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The following pages link to Seasonal integration and cointegration (Q106272):
Displaying 50 items.
- pdR (Q30591) (← links)
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
- Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
- Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220) (← links)
- Changes in seasonal patterns (Q671898) (← links)
- Spurious deterministic seasonality (Q672885) (← links)
- The effects of seasonally adjusting a periodic autoregressive process (Q672964) (← links)
- Seasonality and equilibrium business cycle theories (Q673801) (← links)
- Diagnosing seasonal shifts in time series using state space models (Q713705) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
- Model selection using information criteria and genetic algorithms (Q816056) (← links)
- Unit root testing (Q862778) (← links)
- Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
- Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
- Understanding spurious regressions in econometrics (Q1082027) (← links)
- Testing for a unit root in the presence of a variance shift (Q1127407) (← links)
- Does seasonal adjustment induce common cycles? (Q1128923) (← links)
- Moving average filters and unit roots (Q1189353) (← links)
- Forecasting time series with common seasonal patterns (with discussion) (Q1203075) (← links)
- Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
- Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
- Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
- Some analysis of the long-run time series properties of consumption and income in the U.K (Q1206351) (← links)
- Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
- Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
- Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
- Likelihood analysis of seasonal cointegration (Q1305672) (← links)
- A method to select between periodic cointegration and seasonal cointegration (Q1311239) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
- Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
- Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence (Q1347110) (← links)
- The Carlson-Parkin method applied to NZ price expectations using QSBO survey data (Q1351115) (← links)
- Unit roots tests and SARIMA models (Q1351709) (← links)
- Bayesian analysis of seasonal unit roots and seasonal mean shifts (Q1362505) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Exact tests in single equation autoregressive distributed lag models (Q1371376) (← links)
- Recognizing changing seasonal patterns using artificial neural networks (Q1372932) (← links)
- Structural breaks and seasonal integration (Q1389542) (← links)
- Common cycles in seasonally cointegrated time series (Q1391611) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- Nonlinear stochastic inflation modelling using SEASETARs. (Q1413380) (← links)
