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Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability
16 references·16 citing·32 second hopsampled
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability (1995)Are Seasonal Patterns Constant over Time?…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Testing for unit roots in seasonal time series (1994)Testing for unit roots in sea…The Japanese consumption function (1993)The Japanese consumption func…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing for parameter instability in linear models (1992)Testing for parameter instabi…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Seasonal integration and cointegration (1990)Seasonal integration and coin…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …The Seasonal Cycle and the Business Cycle (1988)The Seasonal Cycle and the Bu…Anomalies: The January Effect (1987)Anomalies: The January EffectTesting for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…The X-11 variant of the census method II seasonal adjustment program (1965)The X-11 variant of the censu…Measuring Business Cycles. (1948)Measuring Business Cycles.Distributed ARIMA models for ultra-long time series (2022)Distributed ARIMA models for …Forecasting campground demand in US national parks (2019)Forecasting campground demand…Performance of state space and ARIMA models for consumer retail sales forecasting (2015)Performance of state space an…Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data (2009)Structural Changes, Common St…Tests of seasonal integration and cointegration in multivariate unobserved component models (2006)Tests of seasonal integration…Estimating potential output and the output gap for the euro area: a model-based production function approach (2006)Estimating potential output a…Chapter 7 Forecasting with Unobserved Components Time Series Models (2006)Chapter 7 Forecasting with Un…The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production (2004)The forecasting performance o…Periodic Time Series Models (2004)Periodic Time Series ModelsModelling international monthly arrivals using seasonal univariate long-memory processes (2004)Modelling international month…Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (2003)Testing against stochastic tr…Testing of seasonal fractional integration in UK and Japanese consumption and income (2001)Testing of seasonal fractiona…TESTS OF COMMON STOCHASTIC TRENDS (2000)TESTS OF COMMON STOCHASTIC TR…Recognizing changing seasonal patterns using artificial neural networks (1997)Recognizing changing seasonal…Tests for seasonal unit roots general to specific or specific to general? (1995)Tests for seasonal unit roots…Changes in seasonal patterns (1994)Changes in seasonal patternsDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Some tests for parameter constancy in cointegrated VAR‐models (1999)Information Technology and the U.S. Productivity Revival: What Do the Industry Data Say? (2002)Dealing with Structural Breaks (2005)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Real Business Cycles (1983)Are Business Cycles All Alike? (1984)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Testing for a Unit Root (1993)Dynamic Econometrics (1995)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 1992Testing for parameter instability in linear models768 cited
  • 1948Measuring Business Cycles.563 cited
  • 1984Testing for Unit Roots in Seasonal Time Series560 cited
  • 1987Anomalies: The January Effect390 cited
  • 1965The X-11 variant of the census method II seasonal adjustment program321 cited
  • 1988The Seasonal Cycle and the Business Cycle259 cited
  • 1994Testing for unit roots in seasonal time series203 cited
  • 1993The Japanese consumption function

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183 cited

Cited by

  • 2009Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data300 cited
  • 2015Performance of state space and ARIMA models for consumer retail sales forecasting222 cited
  • 2000TESTS OF COMMON STOCHASTIC TRENDS189 cited
  • 2004Periodic Time Series Models183 cited
  • 2001Testing of seasonal fractional integration in UK and Japanese consumption and income147 cited
  • 2006Tests of seasonal integration and cointegration in multivariate unobserved component models137 cited
  • 1995Tests for seasonal unit roots general to specific or specific to general?98 cited
  • 2003Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots98 cited
  • 2006Chapter 7 Forecasting with Unobserved Components Time Series Models91 cited
  • 2004The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production85 cited
  • 2022Distributed ARIMA models for ultra-long time series82 cited
  • 2019Forecasting campground demand in US national parks81 cited
  • 2006Estimating potential output and the output gap for the euro area: a model-based production function approach75 cited
  • 2004Modelling international monthly arrivals using seasonal univariate long-memory processes74 cited
  • 1994Changes in seasonal patterns72 cited
  • 1997Recognizing changing seasonal patterns using artificial neural networks71 cited