The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
From MaRDI portal
Publication:4439300
DOI10.1111/1368-423X.00103zbMath1069.91091OpenAlexW3125383929WikidataQ121217258 ScholiaQ121217258MaRDI QIDQ4439300
Dick van Dijk, Birgit Strikholm, Timo Teräsvirta
Publication date: 25 February 2004
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1368-423x.00103
Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)
Related Items (5)
Contemporaneous threshold autoregressive models: estimation, testing and forecasting ⋮ Exact maximum likelihood estimation for non-stationary periodic time series models ⋮ Seasonal nonlinear long memory model for the US inflation rates ⋮ Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis ⋮ Deterministic versus stochastic seasonal fractional integration and structural breaks
Uses Software
Cites Work
This page was built for publication: The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
