SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On forecasting cointegrated seasonal time series · Study

ArticleShelves

ArticleOn forecasting cointegrated seasonal time series

Mårten Löf2001

OA

Articlegreen2001

On forecasting cointegrated seasonal time series

Mårten Löf · Philip Hans Franses

39 citations·0/0 files stored·International Journal of Forecasting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Forecasting Techniques and Applications Monetary Policy and Economic Impact Time Series Analysis and Forecasting

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 39 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1990Asymptotic Properties of Residual Based Tests for Cointegration 1990Seasonal integration and cointegration 1994Testing for an unstable root in conditional and structural error correction models 1996Periodicity and Stochastic Trends In Economic Time Series 1992Maximum likelihood inference on cointegration and seasonal cointegration 1993The Japanese consumption function

Cited by

2006Chapter 13 Forecasting Seasonal Time Series 2017Short‐term salmon price forecasting 2004Levels, Differences and Ecms - Principles for Improved Econometric Forecasting

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2006Chapter 13 Forecasting Seasonal Time Serieschapter · 11 shared references 2004SEASONALITY IN ECONOMIC MODELSarticle · 11 shared references 1996RECENT ADVANCES IN MODELLING SEASONALITYarticle · 9 shared references 2004Periodic Time Series Modelsbook · 8 shared references 1997The role of seasonality in economic time series reinterpreting money-output causality in U.S. dataarticle · 6 shared references 2000Nonstationary stochastic seasonality and the German M2 money demand functionarticle · 6 shared references

Details

Year2001

Typearticle

Published2001-10-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations39

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1016/s0169-2070(01)00085-1

openalex_workW1978603320

Links

Imported from OpenAlex (CC0) — nothing here is generated.