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Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stability
11 references·16 citing·36 second hop
Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stability (1995)Are Seasonal Patterns Constant Over Time?…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…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …The Seasonal Cycle and the Business Cycle (1989)The Seasonal Cycle and the Bu…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …Forecasting Economic Time Series (1986)Forecasting Economic Time Ser…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Measuring Business Cycles. (1946)Measuring Business Cycles.Distributed ARIMA models for ultra-long time series (2022)Distributed ARIMA models for …Impact of market anomalies on stock exchange: a comparative study of KSE and PSX (2020)Impact of market anomalies on…Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations (2019)Forecasting the unemployment …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…Model-free quantification of time-series predictability (2014)Model-free quantification of …Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals (2010)Beyond point forecasting: Eva…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…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…Modelling international monthly arrivals using seasonal univariate long-memory processes (2004)Modelling international month…The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series (2003)The effects of institutional …Testing for (common) stochastic trends in the presence of structural breaks (2002)Testing for (common) stochast…Econometric Forecasting (2001)Econometric ForecastingCommon cycles in seasonal non-stationary time series (1999)Common cycles in seasonal non…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution 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)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A Comparison of Unit-Root Test Criteria (1994)Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (1997)Capital control liberalization and stock market development (1998)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)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root (1993)Dynamic Econometrics (1995)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)Forecasting the behavior of multivariate time series using neural networks (1992)The Effectiveness of Antiterrorism Policies: A Vector-Autoregression-Intervention Analysis (1993)Economic and statistical measures of forecast accuracy (2000)Exponential smoothing: The state of the art (1985)Using daily stock returns (1985)Generalized autoregressive conditional heteroskedasticity (1986)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)Are Business Cycles All Alike? (1984)BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization (2003)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 1992Testing for parameter instability in linear models768 cited
  • 1986Forecasting Economic Time Series714 cited
  • 1946Measuring Business Cycles.626 cited
  • 1984Testing for Unit Roots in Seasonal Time Series560 cited
  • 1989The Seasonal Cycle and the Business Cycle212 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
  • 2006Tests of seasonal integration and cointegration in multivariate unobserved component models137 cited
  • 2006Chapter 7 Forecasting with Unobserved Components Time Series Models

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91 cited
  • 2004The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production85 cited
  • 2001Econometric Forecasting85 cited
  • 2022Distributed ARIMA models for ultra-long time series82 cited
  • 2019Forecasting campground demand in US national parks81 cited
  • 2014Model-free quantification of time-series predictability79 cited
  • 2004Modelling international monthly arrivals using seasonal univariate long-memory processes74 cited
  • 2003The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series70 cited
  • 2002Testing for (common) stochastic trends in the presence of structural breaks70 cited
  • 2020Impact of market anomalies on stock exchange: a comparative study of KSE and PSX69 cited
  • 1999Common cycles in seasonal non-stationary time series65 cited
  • 2010Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals53 cited
  • 2019Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations46 cited