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Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information

โœ Scribed by Gabriel Pons

Book ID
111039961
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
171 KB
Volume
27
Category
Article
ISSN
0143-9782

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๐Ÿ“œ SIMILAR VOLUMES

Do seasonal unit roots matter for foreca
Do seasonal unit roots matter for forecasting monthly industrial production?
โœ Yoshinori Kawasaki; Philip Hans Franses ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 114 KB

## Abstract We investigate the seasonal unit root properties of monthly industrial production series for 16 OECD countries within the context of a structural time series model. A basic version of this model assumes that there are 11 such seasonal unit roots. We propose to use model selection criter