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Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability · Study

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ArticleAre Seasonal Patterns Constant over Time? A Test for Seasonal Stability

Fabio Canova1995

OA

Articlegreen1995

Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability

Fabio Canova · Bruce E. Hansen

275 citations·0/0 files stored·Journal of Business and Economic Statistics

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

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1977Time Series Analysis: Forecasting and Control 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2000Forecasting Economic Time Series 1990Seasonal integration and cointegration 1979Forecasting Economic Time Series 1989Testing for the Constancy of Parameters Over Time

Cited by

2009Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 2015Performance of state space and ARIMA models for consumer retail sales forecasting 2000TESTS OF COMMON STOCHASTIC TRENDS 2004Periodic Time Series Models 2001Testing of seasonal fractional integration in UK and Japanese consumption and income 2006Tests of seasonal integration and cointegration in multivariate unobserved component models

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

1995Tests for seasonal unit roots general to specific or specific to general?article · 8 shared references 1998A Locally Optimal Seasonal Unit-Root Testarticle · 8 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 7 shared references 1995Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stabilityarticle · 6 shared references 1996RECENT ADVANCES IN MODELLING SEASONALITYarticle · 6 shared references 2003Alternative estimators and unit root tests for seasonal autoregressive processesarticle · 6 shared references

Details

Year1995

Typearticle

Published1995-07-01

VenueJournal of Business and Economic Statistics

ISSN-L0735-0015

Languageen

Citations275

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.2307/1392184

openalex_workW2018506538

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

2003Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

1995Tests for seasonal unit roots general to specific or specific to general?