1. A data-driven selection of an appropriate seasonal adjustment approach. (2016). Webel, Karsten.
   In: Discussion Papers.
   RePEc:zbw:bubdps:072016.

   Full description at Econpapers || Download paper

2. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2006). Busetti, Fabio.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:21:y:2006:i:4:p:419-438.

   Full description at Econpapers || Download paper

1. [1] Ahn, S.K., Cho, S. and B.C. Seong (2004), Inference on seasonal cointegration: Gaussian reduced rank estimation and tests for various types of cointegration, Oxford Bulletin of economics and Statistics 66, 261-284.

2. [2] Ahn, S.K. and G.C. Reinsel (1994), Estimation of partially non-stationary vector autoregressive models with seasonal behavior, Journal of Econometrics 62, 317-50.

3. [3] Andrews, D.W.K. (1991), Heteroscedasticity and autocorrelation consistent covariance matrix estimation. Econometrica 59, 817-58.

4. [4] Beaulieu, J.J. and J.A. Miron (1993), Seasonal unit roots in aggregate US data, Journal of Econometrics, 55, 305-328.

1. Testing for the cointegration rank between Periodically Integrated processes. (2022). del Barrio Castro, Tomás.
   In: MPRA Paper.
   RePEc:pra:mprapa:112730.

   Full description at Econpapers || Download paper

2. On cointegration for processes integrated at different frequencies. (2022). Osborn, Denise ; del Barrio Castro, Tomás ; Cubadda, Gianluca.
   In: Journal of Time Series Analysis.
   RePEc:bla:jtsera:v:43:y:2022:i:3:p:412-435.

   Full description at Econpapers || Download paper

3. Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio, Tomas.
   In: MPRA Paper.
   RePEc:pra:mprapa:112731.

   Full description at Econpapers || Download paper

4. Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio Castro, Tomás.
   In: MPRA Paper.
   RePEc:pra:mprapa:106603.

   Full description at Econpapers || Download paper

5. On cointegration for processes integrated at different frequencies. (2020). Osborn, Denise ; del Barrio Castro, Tomás ; Cubadda, Gianluca ; Cubada, Ginaluca.
   In: MPRA Paper.
   RePEc:pra:mprapa:102611.

   Full description at Econpapers || Download paper

6. Maintenance management based on Machine Learning and nonlinear features in wind turbines. (2020). Zhang, Long ; Garcia, Fausto Pedro ; Gomez, Carlos Quiterio ; Jimenez, Alfredo Arcos.
   In: Renewable Energy.
   RePEc:eee:renene:v:146:y:2020:i:c:p:316-328.

   Full description at Econpapers || Download paper

7. Generalized high-dimensional trace regression via nuclear norm regularization. (2019). Fan, Jianqing ; Zhu, Ziwei ; Gong, Wenyan.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:212:y:2019:i:1:p:177-202.

   Full description at Econpapers || Download paper

8. Data-based mechanistic modelling and forecasting globally averaged surface temperature. (2018). Young, Peter C.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:34:y:2018:i:2:p:314-335.

   Full description at Econpapers || Download paper

9. Times Series: Cointegration. (2014). Johansen, Soren.
   In: Discussion Papers.
   RePEc:kud:kuiedp:1424.

   Full description at Econpapers || Download paper

10. Tests for real and complex unit roots in vector autoregressive models. (2014). Nyblom, Jukka ; Suomala, Jaakko .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:130:y:2014:i:c:p:224-239.

    Full description at Econpapers || Download paper

11. Times Series: Cointegration. (2014). Johansen, Soren.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-38.

    Full description at Econpapers || Download paper

12. Stock index forecasting based on a hybrid model. (2012). Zhang, Zhe-George ; Guo, Shu-Po ; Wang, Ju-Jie .
    In: Omega.
    RePEc:eee:jomega:v:40:y:2012:i:6:p:758-766.

    Full description at Econpapers || Download paper

13. Modelling Comovements of Economic Time Series: A Selective Survey. (2011). Cubadda, Gianluca ; Centoni, Marco.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:215.

    Full description at Econpapers || Download paper

14. Generalized method of moments estimation for cointegrated vector autoregressive models. (2011). Ahn, Sung K. ; Park, Suk K. ; Cho, Sinsup .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:55:y:2011:i:9:p:2605-2618.

    Full description at Econpapers || Download paper

15. Cointegration analysis with state space models. (2010). Wagner, Martin.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:94:y:2010:i:3:p:273-305.

    Full description at Econpapers || Download paper

16. Cointegration Analysis with State Space Models. (2010). Wagner, Martin.
    In: Economics Series.
    RePEc:ihs:ihsesp:248.

    Full description at Econpapers || Download paper

17. Commodity futures and market efficiency: A fractional integrated approach. (2010). Fernandez, Viviana.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:4:p:276-282.

    Full description at Econpapers || Download paper

18. The pricing of temperature futures at the Chicago Mercantile Exchange. (2010). Wimmer, Maximilian ; Dorfleitner, Gregor.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1360-1370.

    Full description at Econpapers || Download paper

19. Bonferroni correction for seasonal cointegrating ranks. (2009). Seong, Byeongchan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:103:y:2009:i:1:p:42-44.

    Full description at Econpapers || Download paper

20. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2006). Busetti, Fabio.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:4:p:419-438.

    Full description at Econpapers || Download paper

21. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2006). Busetti, Fabio.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:4:p:419-438.

    Full description at Econpapers || Download paper

22. Seasonally specific model analysis of UK cereals prices. (2005). Kostov, Philip ; Lingard, John.
    In: Econometrics.
    RePEc:wpa:wuwpem:0507014.

    Full description at Econpapers || Download paper

23. Small-sample improvements in the statistical analysis of seasonally cointegrated systems. (2005). Omtzigt, Pieter ; Cubadda, Gianluca.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:49:y:2005:i:2:p:333-348.

    Full description at Econpapers || Download paper

24. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2004). Busetti, Fabio.
    In: Econometrics.
    RePEc:wpa:wuwpem:0411003.

    Full description at Econpapers || Download paper

25. Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance. (2004). Thomakos, Dimitrios ; Guerard, John Jr., .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:1:p:53-67.

    Full description at Econpapers || Download paper

26. Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors. (2004). Oh, Man-Suk ; Shin, Dong Wan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:122:y:2004:i:2:p:247-280.

    Full description at Econpapers || Download paper

27. Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration. (2004). Ahn, Sung K. ; Cho, Sinsup ; Seong, Chan B..
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:66:y:2004:i:2:p:261-284.

    Full description at Econpapers || Download paper

28. Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems. (2003). Omtzigt, Pieter ; Cubadda, Gianluca.
    In: Economics & Statistics Discussion Papers.
    RePEc:mol:ecsdps:esdp03012.

    Full description at Econpapers || Download paper

29. Unmasking the Theta method. (2003). Hyndman, Rob ; Billah, Baki.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:19:y:2003:i:2:p:287-290.

    Full description at Econpapers || Download paper

30. Forecasting combination and encompassing tests. (2003). Fang, Yue.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:19:y:2003:i:1:p:87-94.

    Full description at Econpapers || Download paper

31. A simple neural network for ARMA(p,q) time series. (2001). Ang, H. T. ; Hwarng, Brian H..
    In: Omega.
    RePEc:eee:jomega:v:29:y:2001:i:4:p:319-333.

    Full description at Econpapers || Download paper

32. Insights into neural-network forecasting of time series corresponding to ARMA(p,q) structures. (2001). Hwarng, Brian H..
    In: Omega.
    RePEc:eee:jomega:v:29:y:2001:i:3:p:273-289.

    Full description at Econpapers || Download paper

33. Forecasting models and prediction intervals for the multiplicative Holt-Winters method. (2001). Snyder, Ralph ; Ord, John ; Koehler, Anne B..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:17:y:2001:i:2:p:269-286.

    Full description at Econpapers || Download paper

34. Genetic algorithms for the identification of additive and innovation outliers in time series. (2001). Baragona, Roberto ; Battaglia, Francesco ; Calzini, Claudio.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:37:y:2001:i:1:p:1-12.

    Full description at Econpapers || Download paper

35. Automatic ARIMA modeling including interventions, using time series expert software. (2000). Pasteels, J. -M., ; Melard, G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:4:p:497-508.

    Full description at Econpapers || Download paper

36. Comparing seasonal components for structural time series models. (2000). Proietti, Tommaso.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:2:p:247-260.

    Full description at Econpapers || Download paper

37. Complex Reduced Rank Models for Seasonally Cointegrated Time Series. (2000). Cubadda, Gianluca.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0092.

    Full description at Econpapers || Download paper

38. Common cycles in seasonal non‐stationary time series. (1999). Cubadda, Gianluca.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:14:y:1999:i:3:p:273-291.

    Full description at Econpapers || Download paper

39. On the consistency of backward-looking expectations: The case of the cobweb. (1998). Hommes, Cars.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:33:y:1998:i:3-4:p:333-362.

    Full description at Econpapers || Download paper

40. Forecasting of seasonal cointegrated processes. (1997). Reimers, Hans-Eggert.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:13:y:1997:i:3:p:369-380.

    Full description at Econpapers || Download paper

41. Common cycles in seasonally cointegrated time series. (1996). Ahn, Sung K..
    In: Economics Letters.
    RePEc:eee:ecolet:v:53:y:1996:i:3:p:261-264.

    Full description at Econpapers || Download paper

42. A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN. (1995). Cubadda, Gianluca.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:16:y:1995:i:5:p:499-508.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:22:59 || Missing content? Let us know