✦ LIBER ✦

A Study Toward a Dynamic Theory of Seasonality for Economic Time Series

✍ Scribed by Eric Ghysels

Book ID: 125230779
Publisher: American Statistical Association
Year: 1988
Tongue: English
Weight: 649 KB
Volume: 83
Category: Article
ISSN: 0162-1459
DOI: 10.2307/2288937

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Seasonal Analysis of Economic Time Serie

Seasonal Analysis of Economic Time Series.by A. Zellner

✍ Review by: G. C. Jones 📂 Article 📅 1981 🏛 Blackwell Publishing ⚖ 202 KB

[Issues Involved with the Seasonal Adjus

[Issues Involved with the Seasonal Adjustment of Economic Time Series]: Comment: On Dips in the Spectrum of a Seasonally Adjusted Time Series

✍ Craig F. Ansley and William E. Wecker 📂 Article 📅 1984 🏛 American Statistical Association 🌐 English ⚖ 117 KB

Towards a nonparametric test of linearit

Towards a nonparametric test of linearity for times series

✍ Ricardo Rios 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 906 KB

We study the intervals of linearity for the regression function of stationary and strongly mixing vectorial-valued random processes, using nonlinear integral plug-in estimators of functionals of the second derivative of the regression function. We give conditions in order to obtain CLT, possibly deg

A review of copula models for economic t

A review of copula models for economic time series

✍ Andrew J. Patton 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 593 KB

Robustness properties of some forecastin

Robustness properties of some forecasting methods for seasonal time series: A Monte Carlo study

✍ Chunhang Chen 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 787 KB

A Note on Economic Aspects of the Theory

A Note on Economic Aspects of the Theory of Errors in Time Series

✍ Gerhard Tintner 📂 Article 📅 1938 🏛 MIT Press 🌐 English ⚖ 272 KB