SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Chapter 13 Forecasting Seasonal Time Series
16 references·0 citing·34 second hop
Chapter 13 Forecasting Seasonal Time Series (2006)Chapter 13 Forecasting Seasonal Time Seri…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…Intraday periodicity and volatility persistence in financial markets (1997)Intraday periodicity and vola…5 Stochastic volatility (1996)5 Stochastic volatilityUnit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Multivariate Stochastic Variance Models (1994)Multivariate Stochastic Varia…Seasonal unit roots in aggregate U.S. data (1993)Seasonal unit roots in aggreg…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Seasonal integration and cointegration (1990)Seasonal integration and coin…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…On the bias in flexible functional forms and an essentially unbiased form (1981)On the bias in flexible funct…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis Forecasting and Control (1971)Time Series Analysis Forecast…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Income, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Generalized autoregressive conditional heteroskedasticity (1986)An Overview of Value at Risk (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Forecasting Volatility in Financial Markets: A Review (2003)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Political Parties and Macroeconomic Policy (1977)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Testing for a Unit Root (1993)Dynamic Econometrics (1995)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized impulse response analysis in linear multivariate models (1998)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 1971Time Series Analysis Forecasting and Control1,792 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1994Multivariate Stochastic Variance Models1,367 cited
  • 1997Intraday periodicity and volatility persistence in financial markets1,301 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 19965 Stochastic volatility1,189 cited
  • 1981On the bias in flexible functional forms and an essentially unbiased form977 cited
  • 1984Testing for Unit Roots in Seasonal Time Series560 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1993Seasonal unit roots in aggregate U.S. data422 cited
  • Cited by

    No citing works inside the corpus for this window.