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Volumn 13, Issue 3, 1998, Pages 283-299

Testing periodicity in time series models - A recommendation of bootstrap methods

Author keywords

Bootstrap; Periodic models; Wild bootstrap

Indexed keywords


EID: 0040086761     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (4)

References (17)
  • 1
    • 0001029192 scopus 로고
    • Edgeworth correction by bootstrap in autoregressions
    • Bose, A.(1988), Edgeworth Correction by Bootstrap in Autoregressions. The Annals of Statistics, 16, 1709-1722.
    • (1988) The Annals of Statistics , vol.16 , pp. 1709-1722
    • Bose, A.1
  • 6
    • 0029484108 scopus 로고
    • Seasonality and stochastic trends in German consumption and income, 1960.1-1987.4
    • Franses, P.H. and Paap, R.(1995), Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4. Empirical Economics, 20, 109-132.
    • (1995) Empirical Economics , vol.20 , pp. 109-132
    • Franses, P.H.1    Paap, R.2
  • 10
    • 0000712557 scopus 로고
    • Bootstrap procedures under some non i.i.d. models
    • Liu, R.Y.(1988), Bootstrap Procedures under some non i.i.d. models. The Annals of Statistics, 16, 1696-1708.
    • (1988) The Annals of Statistics , vol.16 , pp. 1696-1708
    • Liu, R.Y.1
  • 12
    • 0010914398 scopus 로고
    • Testing for time varying parameters in vector-autoregressive models
    • Griffiths, W.E., Lütkepohl, H. and Bock, M.E. (eds.), North-Holland, Amsterdam
    • Lütkepohl, H.(1992), Testing for Time Varying Parameters in Vector-Autoregressive Models. In: Griffiths, W.E., Lütkepohl, H. and Bock, M.E. (eds.), Readings in Econometric Theory and Practice, 1 st edn., North-Holland, Amsterdam, 243-264.
    • (1992) Readings in Econometric Theory and Practice, 1 st Edn. , pp. 243-264
    • Lütkepohl, H.1
  • 13
    • 21144477186 scopus 로고
    • Bootstrap and wild bootstrap for high dimensional linear models
    • Mammen, E.(1993), Bootstrap and Wild Bootstrap for High Dimensional Linear Models. The Annals of Statistics, 21, 255-285.
    • (1993) The Annals of Statistics , vol.21 , pp. 255-285
    • Mammen, E.1
  • 14
    • 44949279807 scopus 로고
    • The implications of periodically varying coefficients for seasonal time series processes
    • Osborn, D.R.(1991), The Implications of Periodically Varying Coefficients for Seasonal Time Series Processes. Journal of Econometrics, 28, 373-384.
    • (1991) Journal of Econometrics , vol.28 , pp. 373-384
    • Osborn, D.R.1
  • 15
    • 0000056141 scopus 로고
    • On periodic and multiple autoregression
    • Pagano, M.(1978), On Periodic and Multiple Autoregression. The Annals of Statistics, 6, 1310-1317.
    • (1978) The Annals of Statistics , vol.6 , pp. 1310-1317
    • Pagano, M.1
  • 16
    • 77956888888 scopus 로고
    • Hidden periodic autoregressive moving average models in time series data
    • Tiao, G.C. and Grupe, M.R.(1980), Hidden Periodic Autoregressive Moving Average Models in Time Series Data. Biometrika, 67, 365-373.
    • (1980) Biometrika , vol.67 , pp. 365-373
    • Tiao, G.C.1    Grupe, M.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.