On seasonality and business cycle durations: A nonparametric investigation

DOI10.1016/S0304-4076(97)00023-7zbMath0877.62099MaRDI QIDQ1362481

Eric Ghysels

Publication date: 12 August 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

periodic structuresrank-based testsbusiness cycle chronologies

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (2)

Seasonality and equilibrium business cycle theories ⋮ Efficient Semiparametric Bayesian Estimation of Multivariate Discrete Proportional Hazards Model with Random Effects

Cites Work

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• Periodic linear-quadratic methods for modeling seasonality
• Changes in seasonal patterns. Are they cyclical?
• Contributions to the Theory of Rank Order Statistics-the Two-Sample Case
• Small Sample Distributions for Multi-Sample Statistics of the Smirnov Type
• Nonparametric Tests for Scale
• Lead-Lag Relations, Exogeneity and Prediction of Economic Time Series
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Recursive Models of Dynamic Linear Economies
• On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
• Use of Ranks in One-Criterion Variance Analysis

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