Zobrazeno 1 - 10
of 174
pro vyhledávání: '"seasonal unit roots"'
Autor:
Chhorn, Theara
Publikováno v:
Theoretical and Practical Research in Economic Fields (TPREF). IX(17):5-16
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=694432
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 5; Pages: 219
We investigated the Granger causal relationship between the consumption of power both at the aggregate and sectoral level and economic growth in India using the frequency domain approach, which would help policy makers seek the efficient allocation o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87d59e0a7da8049b6bdba5facfcdafd6
Akademický článek
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Akademický článek
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Autor:
Kawka, Rafael
Many economic time series exhibit persistent seasonal patterns. One approach to model this phenomenon is given by models including seasonal unit roots and, if several time series are considered jointly, seasonal cointegration. For quarterly time seri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1e8e0887d9d1ac0e5f52773a7c6d4d9b
http://hdl.handle.net/2003/39807
http://hdl.handle.net/2003/39807
A comprehensive seasonally integrated periodic autoregressive model is suggested which is shown to be flexible enough to include both the stochastic seasonal integrated and random trigonometric polynomial-based models. The demonstration of the equiva
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6885537b030d50799a24eb764291b913
https://hdl.handle.net/11590/372786
https://hdl.handle.net/11590/372786
Autor:
Markus Fröhlich
Publikováno v:
Journal of Official Statistics, Vol 34, Iss 2, Pp 503-522 (2018)
Early estimates for Austrian short term indices were produced using multivariate time-series models. The article presents a simulation study with different models (vector error correction models, vector autoregressive models in levels – both with u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::641a31ff1bdd4f0f9af8bc268c89300f
https://doi.org/10.2478/jos-2018-0023
https://doi.org/10.2478/jos-2018-0023
Publikováno v:
Economics Letters
This paper introduces a powerful nonparametric testing procedure for seasonal unit roots by utilizing the fractional integration operator. Different from the well-known seasonal unit root tests of Hylleberg et al. (1990), the proposed tests do not re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b285534bb373489c5b49e9afbc5ed539
https://doi.org/10.1016/j.econlet.2018.03.011
https://doi.org/10.1016/j.econlet.2018.03.011
Autor:
Antonio Aguirre
Publikováno v:
Economia Aplicada, Vol 2, Iss 4 (1998)
In a recent issue of this journal the available procedures for testing and estimating cointegration relationships at the seasonal frequencies are surveyed. There it is recognized that prior knowledge about the presence of particular seasonal unit-roo
Externí odkaz:
https://doaj.org/article/04341aec61aa4c2ba6070a321039b197