✦ LIBER ✦

Modelling seasonal patterns and long-run trends in U.S. time series

✍ Scribed by J.M. Wells

Book ID: 114174986
Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 953 KB
Volume: 13
Category: Article
ISSN: 0169-2070
DOI: 10.1016/s0169-2070(97)00027-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A new kernel for long-run variance estim

A new kernel for long-run variance estimates in seasonal time series models

✍ Dong Wan Shin; Man-Suk Oh 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 209 KB

Calendar effects in structural time seri

Calendar effects in structural time series models with trend and season

✍ R. Pauly; A. Schell 📂 Article 📅 1989 🏛 Springer-Verlag 🌐 English ⚖ 531 KB

Unit and Fractional Roots at the Long Ru

Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series

✍ Luis A. Gil-Alana 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 205 KB

Testing the long-run response in time se

Testing the long-run response in time series environmetric and econometric models

✍ Wasif Rasheed; Michael R. Veall 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 132 KB

Time series models are a common tool in both environmetrics and econometrics. Dynamic eects are accommodated by the inclusion of lagged variables. Tests of null hypotheses involving `long-run' eects are not invariant and, surprisingly, the most commonly used form involves a non-linear hypothesis whe

Modelling U.S. monthly inflation in term

Modelling U.S. monthly inflation in terms of a jointly seasonal and non-seasonal long memory process

✍ L. A. Gil-Alana 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 219 KB 👁 1 views

(MIS)SPECIFICATION OF LONG MEMORY IN SEA

(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES

✍ Uwe Hassler 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 538 KB