Testing for periodic integration
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 48 (1995)
Issue (Month): 3-4 (June)
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Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Franses, Philip Hans, 1994. "A multivariate approach to modeling univariate seasonal time series," Journal of Econometrics, Elsevier, vol. 63(1), pages 133-151, July.
- Osborn, Denise R., 1991. "The implications of periodically varying coefficients for seasonal time-series processes," Journal of Econometrics, Elsevier, vol. 48(3), pages 373-384, June.
- Lawrence J. Christiano & Richard M. Todd, 2000.
"The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?,"
NBER Technical Working Papers
0266, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J. & Todd, Richard M., 2002. "The conventional treatment of seasonality in business cycle analysis: does it create distortions?," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 335-364, March.
- Franses, Philip Hans & Paap, Richard, 1995. "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 245-249.
- Kumah, F.Y., 1996. "Common Stochastic Trends in the Current Account," Discussion Paper 1996-84, Tilburg University, Center for Economic Research.
- Albertson, Kevin & Aylen, Jonathan, 1999. "Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap," International Journal of Forecasting, Elsevier, vol. 15(4), pages 409-419, October.
- Eiji Kurozumi, 2002. "Testing For Periodic Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 243-270.
- Bohl, Martin T., 2000. "Nonstationary stochastic seasonality and the German M2 money demand function," European Economic Review, Elsevier, vol. 44(1), pages 61-70, January.
- David R. Bell & Ronald C. Griffin, 2011. "Urban Water Demand with Periodic Error Correction," Land Economics, University of Wisconsin Press, vol. 87(3), pages 528-544.
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