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On the Role of Seasonal Intercepts in Seasonal Cointegration
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On the Role of Seasonal Intercepts in Seasonal Cointegration (1999)On the Role of Seasonal Intercepts in Sea…On the Measurement of Cointegration Relations Between the Indicators of the Time Series of the Current Account of the Balance of Payments and GDP (On the Example of the Republic of Azerbaijan) (2022)On the Measurement of Cointeg…Maximum Eigenvalue Test for Seasonal Cointegrating Ranks* (2006)Maximum Eigenvalue Test for S…Chapter 13 Forecasting Seasonal Time Series (2006)Chapter 13 Forecasting Season…SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY (2002)SEASONALITY, PRODUCTIVITY SHO…On forecasting cointegrated seasonal time series (2001)On forecasting cointegrated s…The role of seasonality in economic time series reinterpreting money-output causality in U.S. data (1997)The role of seasonality in ec…Seasonal cointegration analysis of German consumption function (1997)Seasonal cointegration analys…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)A Bayesian Model for Sales Forecasting at Sun Microsystems (2010)THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS (2010)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Asymptotic Properties of Residual Based Tests for Cointegration (1990)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Levels, Differences and Ecms - Principles for Improved Econometric Forecasting (2004)Short‐term salmon price forecasting (2017)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)Nonstationary stochastic seasonality and the German M2 money demand function (2000)Real Business Cycles (1983)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)SEASONALITY IN ECONOMIC MODELS (2004)Identification of the long-run and the short-run structure an application to the ISLM model (1994)On Capital Flows and The Balance-of-Payments-Constrained Growth Model (1998)
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Cited by

  • 2001On forecasting cointegrated seasonal time series39 cited
  • 2006Chapter 13 Forecasting Seasonal Time Series30 cited
  • 1997The role of seasonality in economic time series reinterpreting money-output causality in U.S. data25 cited
  • 2022On the Measurement of Cointegration Relations Between the Indicators of the Time Series of the Current Account of the Balance of Payments and GDP (On the Example of the Republic of Azerbaijan)15 cited
  • 1997Seasonal cointegration analysis of German consumption function12 cited
  • 2002SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY9 cited
  • 2006Maximum Eigenvalue Test for Seasonal Cointegrating Ranks*9 cited

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