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Volumn 13, Issue 3, 1997, Pages 357-368

Mean shifts, unit roots and forecasting seasonal time series

Author keywords

Forecasting comparison; Seasonal mean shifts; Seasonal unit roots

Indexed keywords


EID: 0031231795     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(97)00023-X     Document Type: Article
Times cited : (18)

References (17)
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  • 3
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    • Are seasonal patterns constant over time? a test for seasonal stability
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  • 4
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    • On the limitations of comparing mean squared forecast errors
    • Clements, M.P., Hendry, D., 1993. On the limitations of comparing mean squared forecast errors. Journal of Forecasting 12, 617-637.
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    • Clements, M.P.1    Hendry, D.2
  • 6
    • 0000016206 scopus 로고    scopus 로고
    • Bayesian analysis of seasonal unit roots and seasonal mean shifts
    • Franses, P.H., Hoek, H., Paap, R., 1997. Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics 78, 359-380.
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    • Franses, P.H.1    Hoek, H.2    Paap, R.3
  • 8
    • 0001498824 scopus 로고
    • On the economics and econometrics of seasonality
    • Sims, C.A. (Ed.), Cambridge University Press, Cambridge
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    • Ghysels, E.1
  • 9
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    • Ormerod, P. (Ed.), Heineman, London
    • Hendry, D., 1979. Predictive Failure and Econometric Modelling in Macroeconomics. In: Ormerod, P. (Ed.), Economic Modelling. Heineman, London, pp. 217-242.
    • (1979) Economic Modelling , pp. 217-242
    • Hendry, D.1
  • 11
    • 0002990662 scopus 로고
    • Modelling seasonal variation
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    • Hylleberg, S., 1994. Modelling Seasonal Variation. In: Hargreaves, C.P. (Ed.), Nonstationary Time Series Analysis and Cointegration. Oxford University Press, Oxford, pp. 153-178.
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    • Hylleberg, S.1
  • 14
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    • Seasonality and habit persistence in a life cycle model of consumption
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  • 15
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    • A survey of seasonality in UK macroeconomic variables
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    • Osborn, D.R.1
  • 16
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    • Seasonal unit roots tests on Canadian macroeconomic time series
    • Otto, G., Wirjanto, T., 1990. Seasonal unit roots tests on Canadian macroeconomic time series. Economic Letters 34, 117-120.
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    • Otto, G.1    Wirjanto, T.2
  • 17
    • 84948500109 scopus 로고
    • Testing for a unit root in a time series with a changing mean
    • Perron, P., 1990. Testing for a unit root in a time series with a changing mean. Journal of Business & Economic Statistics 8, 153-162.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.