On models and methods for Bayesian time series analysis
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 30 (1985)
Issue (Month): 1-2 ()
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- L. A. Gil-Alana & P. M. Robinson, 2001.
"Testing of seasonal fractional integration in UK and Japanese consumption and income,"
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"Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models,"
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- Hosking, Jonathan R. M., 1996. "Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series," Journal of Econometrics, Elsevier, vol. 73(1), pages 261-284, July.
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- Gil-Alaña, L. A. & Robinson, Peter M., 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," Open Access publications from London School of Economics and Political Science http://eprints.lse.ac.uk/, London School of Economics and Political Science.
- Luis Gil-Alana, 2004. "Seasonal fractional components in macroeconomic time series," Applied Economics, Taylor and Francis Journals, vol. 36(12), pages 1265-1279.
- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
- Gil-Alana, L.A., 2006. "Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 87-98, March.
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