Forecasting performance of seasonal-dummy models relative to some alternatives

DOI10.1016/0165-1765(94)90104-XzbMath0800.90223MaRDI QIDQ1327963

Tilak Abeysinghe

Publication date: 3 July 1994

Published in: Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Cites Work

• Seasonal cointegration. The Japanese consumption function (with discussion)
• Seasonal unit roots in aggregate U.S. data (with discussion)
• Short-term Forecasting and Seasonal Adjustment

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