Seasonal long memory in the aggregate output

DOI10.1016/S0165-1765(01)00556-0zbMath0995.91044OpenAlexW2080639545MaRDI QIDQ5958526

Luis A. Gil-Alana

Publication date: 3 March 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00556-0

zbMATH Keywords

seasonalityfractional integrationlong memory

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (5)

The CSS and the two-staged methods for parameter estimation in SARFIMA models ⋮ TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” ⋮ Inference of Seasonal Long‐memory Time Series with Measurement Error ⋮ Deterministic versus stochastic seasonal fractional integration and structural breaks ⋮ Testing fractional unit roots with non-linear smooth break approximations using Fourier functions

Cites Work

• Seasonal integration and cointegration
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series
• Testing Stochastic Cycles in Macroeconomic Time Series
• Efficient Tests of Nonstationary Hypotheses
• Testing for Unit Roots in Seasonal Time Series

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