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Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting

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Engle, R. F.
Granger, C. W. J.
Hallman, J. J.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-457V1JC-H/2/0ec06b2f5c4c78f9d3653e14f13b7265
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 40 (1989)
Issue (Month): 1 (January)
Pages: 45-62
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Handle: RePEc:eee:econom:v:40:y:1989:i:1:p:45-62

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Antonio Rubia, 2001. "Testing For Weekly Seasonal Unit Roots In Daily Electricity Demand: Evidence From Deregulated Markets," Working Papers. Serie EC 2001-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  2. Niels Haldrup & Morten O. Nielsen, 2004. "A Regime Switching Long Memory Model for Electricity Prices," Economics Working Papers 2004-2, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
  3. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006. [Downloadable!]
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  4. J. Joseph Beaulieu & Jeffrey A. Miron, 1992. "Seasonal Unit Roots in Aggregate U.S. Data," NBER Technical Working Papers 0126, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Jaime de Pablo Valenciano & Juan Pérez Mesa & Jean Lévy Mangin, 2008. "The Spanish Tomato Export Sector of the Almeria Region: An Econometric Approach," International Advances in Economic Research, Springer, vol. 14(3), pages 316-328, August. [Downloadable!] (restricted)
  6. Chang, Yoosoon & Martinez-Chombo, Eduardo, 2003. "Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case," Working Papers 2003-08, Rice University, Department of Economics. [Downloadable!]
  7. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus. [Downloadable!]
  8. Olivier Darné, 2003. "Maximum likelihood seasonal cointegration tests for daily data," Economics Bulletin, Economics Bulletin, vol. 3(18), pages 1-8. [Downloadable!]
  9. Fatih Ozatay, 1992. "The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique," Discussion Papers 9208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  10. Elkin Castaño & Luis Fernando Melo, . "Métodos de Combinación de Pronósticos: Una Aplicación a la Inflación Colombiana," Borradores de Economia 109, Banco de la Republica de Colombia. [Downloadable!]
    Other versions:
  11. Jumah, Adusei, 2000. "The Long Run, Market Power and Retail Pricing," Economics Series 78, Institute for Advanced Studies. [Downloadable!]
    Other versions:
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