-
2
-
-
84936947492
-
Issues involved with the seasonal adjustment of economic time series
-
Bell, W., Hillmer, S.C., 1984. Issues involved with the seasonal adjustment of economic time series. Journal of Business and Economic Statistics 2, 526-534.
-
(1984)
Journal of Business and Economic Statistics
, vol.2
, pp. 526-534
-
-
Bell, W.1
Hillmer, S.C.2
-
3
-
-
0001397560
-
Pitfalls and opportunities, what macroeconomists should know about unit roots
-
Campbell, J.Y., Perron, P., 1991. Pitfalls and opportunities, what macroeconomists should know about unit roots. NBER Macroeconomics Annual 6, 141-201.
-
(1991)
NBER Macroeconomics Annual
, vol.6
, pp. 141-201
-
-
Campbell, J.Y.1
Perron, P.2
-
4
-
-
0001403934
-
Limiting distributions of least squares estimates of unstable autoregressive processes
-
Chan, N.H., Wei, C.Z., 1988. Limiting distributions of least squares estimates of unstable autoregressive processes. Annals of Statistics 16, 367-401.
-
(1988)
Annals of Statistics
, vol.16
, pp. 367-401
-
-
Chan, N.H.1
Wei, C.Z.2
-
5
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, D.A., Fuller, W.A., 1979. Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74, 427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
6
-
-
84948516666
-
Testing for unit roots in seasonal time series
-
Dickey, D.A., Hasza, D.P., Fuller, W.A., 1984. Testing for unit roots in seasonal time series. Journal of the American Statistical Association 79, 355-367.
-
(1984)
Journal of the American Statistical Association
, vol.79
, pp. 355-367
-
-
Dickey, D.A.1
Hasza, D.P.2
Fuller, W.A.3
-
7
-
-
0010772843
-
-
Working Paper 15/95, Department of Econometrics, Monash University
-
Forbes, C.S., King, M.L., Morgan, A., 1995. A small sample variable selection procedure. Working Paper 15/95, Department of Econometrics, Monash University.
-
(1995)
A Small Sample Variable Selection Procedure
-
-
Forbes, C.S.1
King, M.L.2
Morgan, A.3
-
8
-
-
38149147786
-
Testing for unit roots in seasonal time series: Some theoretical extensions and a Monte Carlo investigation
-
Ghysels, E., Lee, H.S., Noh, J., 1994. Testing for unit roots in seasonal time series: Some theoretical extensions and a Monte Carlo investigation. Journal of Econometrics 62, 415-442.
-
(1994)
Journal of Econometrics
, vol.62
, pp. 415-442
-
-
Ghysels, E.1
Lee, H.S.2
Noh, J.3
-
9
-
-
84864410847
-
Testing for a unit root in time series with pre-test data based model selection
-
Hall, A.R., 1994. Testing for a unit root in time series with pre-test data based model selection. Journal of Business and Economic Statistics 12, 461-470.
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 461-470
-
-
Hall, A.R.1
-
10
-
-
0001003525
-
Seasonality in dynamic regression models
-
Harvey, A.C., Scott, A., 1994. Seasonality in dynamic regression models. Economic Journal 104, 1324-1345.
-
(1994)
Economic Journal
, vol.104
, pp. 1324-1345
-
-
Harvey, A.C.1
Scott, A.2
-
11
-
-
0010846153
-
General introduction
-
Hylleberg, S. (Ed.). Oxford University Press, Oxford
-
Hylleberg, S., 1992. General Introduction. In: Hylleberg, S. (Ed.), Modelling Seasonality. Oxford University Press, Oxford.
-
(1992)
Modelling Seasonality
-
-
Hylleberg, S.1
-
12
-
-
9144264681
-
Tests for seasonal unit roots: General to specific or specific to general?
-
Hylleberg, S., 1995. Tests for seasonal unit roots: general to specific or specific to general? Journal of Econometrics 69, 5-25.
-
(1995)
Journal of Econometrics
, vol.69
, pp. 5-25
-
-
Hylleberg, S.1
-
13
-
-
44949269829
-
Seasonal integration and cointegration
-
Hylleberg, S., Engle, R.F., Granger, C.W.J., Yoo. B.S., 1990. Seasonal integration and cointegration. Journal of Econometrics 44, 215-238.
-
(1990)
Journal of Econometrics
, vol.44
, pp. 215-238
-
-
Hylleberg, S.1
Engle, R.F.2
Granger, C.W.J.3
Yoo, B.S.4
-
14
-
-
84948865613
-
On the rigour of some misspecification tests for modelling dynamic relationships
-
Kiviet, J.F., 1986. On the rigour of some misspecification tests for modelling dynamic relationships. Review of Economic Studies 53, 241-261.
-
(1986)
Review of Economic Studies
, vol.53
, pp. 241-261
-
-
Kiviet, J.F.1
-
15
-
-
0003551346
-
-
Chapman and Hall, London
-
Koopman, S.J., Harvey, A.C., Doornik J.A., Shephard, N., 1995. Stamp 5.0: Structural Time Series Analyser, Modeller and Predictor. Chapman and Hall, London.
-
(1995)
Stamp 5.0: Structural Time Series Analyser, Modeller and Predictor
-
-
Koopman, S.J.1
Harvey, A.C.2
Doornik, J.A.3
Shephard, N.4
-
17
-
-
38149146724
-
Prewhitened unit root test
-
Maekawa, K., 1994. Prewhitened unit root test. Economics Letters 45, 145-153.
-
(1994)
Economics Letters
, vol.45
, pp. 145-153
-
-
Maekawa, K.1
-
18
-
-
0019675649
-
Spurious periodicity in inappropriately detrended series
-
Nelson, C.R., Kang, H., 1981. Spurious periodicity in inappropriately detrended series. Econometrica 49, 741-751.
-
(1981)
Econometrica
, vol.49
, pp. 741-751
-
-
Nelson, C.R.1
Kang, H.2
-
19
-
-
21844518679
-
Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
-
Ng, S., Perron, P., 1995. Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag. Journal of the American Statistical Association 90, 268-281.
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 268-281
-
-
Ng, S.1
Perron, P.2
-
20
-
-
0010907971
-
Determining a portfolio of linear time series models
-
Poskitt, D.S., Tremayne, A.R., 1987. Determining a portfolio of linear time series models. Biometrika 74, 125-137.
-
(1987)
Biometrika
, vol.74
, pp. 125-137
-
-
Poskitt, D.S.1
Tremayne, A.R.2
-
22
-
-
19044371729
-
Test for unit roots in autoregressive-moving average models of unknown order
-
Said, S.E., Dickey, D.A., 1984. Test for unit roots in autoregressive-moving average models of unknown order. Biometnka 71, 599-609.
-
(1984)
Biometnka
, vol.71
, pp. 599-609
-
-
Said, S.E.1
Dickey, D.A.2
-
23
-
-
0010840613
-
Additional critical values and asymptotic representations for seasonal unit root tests
-
forthcoming
-
Smith, R.J., Taylor, A.M.R., 1997. Additional critical values and asymptotic representations for seasonal unit root tests. Journal of Econometrics (forthcoming).
-
(1997)
Journal of Econometrics
-
-
Smith, R.J.1
Taylor, A.M.R.2
|