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Volumn 18, Issue 3, 1999, Pages 271-286

On trends and constants in periodic autoregressions

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[No Author keywords available]

Indexed keywords


EID: 0008697950     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939908800446     Document Type: Article
Times cited : (9)

References (18)
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  • 4
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    • Periodically Integrated Subset Autoregressions for Dutch Industrial Production and Money Stock
    • Franses, P. H., 1993. Periodically Integrated Subset Autoregressions for Dutch Industrial Production and Money Stock. Journal of Forecasting, 12: 601–613.
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    • Franses, P.H.1
  • 7
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    • Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
    • Fuller, W. A., and Johansen, S., 1991. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrzca, 59: 1551–1580.
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    • Fuller, W.A.1    Johansen, S.2
  • 8
    • 0000158117 scopus 로고
    • Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
    • Johansen, S., and Johansen, S., 1991. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrzca, 59: 1551–1580.
    • (1991) Econometrzca , vol.59 , pp. 1551-1580
    • Johansen, S.1    Johansen, S.2
  • 9
    • 84857011070 scopus 로고
    • The Role of Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables
    • Johansen, S., 1994. The Role of Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables. Econometric Reviews, 13: 205–229.
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    • Johansen, S.1
  • 10
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    • Maximum Likelihood Estimation and Inference on Cointegration - with Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics
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    • Johansen, S.1    Juselius, K.2
  • 12
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    • Seasonality and Habit Persistence in a Life Cycle hilode1 of Consumption
    • Osborn, D. R., 1988. Seasonality and Habit Persistence in a Life Cycle hilode1 of Consumption. Journal of Applied Econometrics, 3: 255–266.
    • (1988) Journal of Applied Econometrics , vol.3 , pp. 255-266
    • Osborn, D.R.1
  • 13
    • 38249016766 scopus 로고
    • A Survey of Seasonality in UK Macroeconomic Variables
    • Osborn, D. R., 1990. A Survey of Seasonality in UK Macroeconomic Variables. International Journal of Forecasting, 6: 327–336.
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    • Osborn, D.R.1
  • 14
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  • 16
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    • Additional Critical Values and -4symptotic Representations of Seasonal Unit Root Tests
    • Smith, R. L., and Taylor, A. R. M., 1998. Additional Critical Values and -4symptotic Representations of Seasonal Unit Root Tests. Journal of Econometrics, forthcoming, 7
    • (1998) Journal of Econometrics, forthcoming , vol.7
    • Smith, R.L.1    Taylor, A.R.M.2
  • 17
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  • 18
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    • Modelling Seasonal Patterns and Long-Run Trends in U.S. Time Series
    • Wells, J. M., 1997. Modelling Seasonal Patterns and Long-Run Trends in U.S. Time Series. International Journal of Forecasting, 13: 405–418.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.