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TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION
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- Macroeconomic Dynamics / Volume 23 / Issue 8 / December 2019
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- 06 February 2018, pp. 3163-3188
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ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
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- Econometric Theory / Volume 28 / Issue 5 / October 2012
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- 27 April 2012, pp. 1121-1143
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TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
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- Econometric Theory / Volume 24 / Issue 4 / August 2008
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- 04 April 2008, pp. 1093-1129
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
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- Econometric Theory / Volume 24 / Issue 1 / February 2008
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- 06 September 2007, pp. 109-142
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The Prediction of Business Cycle Phases: Financial Variables and International Linkages
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- National Institute Economic Review / Volume 182 / October 2002
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- 26 March 2020, pp. 96-105
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- October 2002
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Frontmatter
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- The Econometric Analysis of Seasonal Time Series
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- 05 June 2012
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- 18 June 2001, pp i-viii
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Preface
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- The Econometric Analysis of Seasonal Time Series
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- 05 June 2012
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- 18 June 2001, pp xv-xviii
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3 - Seasonal Unit Root Processes
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- The Econometric Analysis of Seasonal Time Series
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- 05 June 2012
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- 18 June 2001, pp 42-92
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Subject Index
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- The Econometric Analysis of Seasonal Time Series
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- 18 June 2001, pp 223-224
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Author Index
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- The Econometric Analysis of Seasonal Time Series
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- 18 June 2001, pp 225-228
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6 - Periodic Processes
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- The Econometric Analysis of Seasonal Time Series
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- 18 June 2001, pp 139-181
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7 - Some Nonlinear Seasonal Models
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- The Econometric Analysis of Seasonal Time Series
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- 18 June 2001, pp 182-202
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2 - Deterministic Seasonality
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- The Econometric Analysis of Seasonal Time Series
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- 18 June 2001, pp 19-41
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5 - Estimation and Hypothesis Testing with Unfiltered and Filtered Data
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- The Econometric Analysis of Seasonal Time Series
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- 18 June 2001, pp 121-138
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4 - Seasonal Adjustment Programs
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- The Econometric Analysis of Seasonal Time Series
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- 05 June 2012
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- 18 June 2001, pp 93-120
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Bibliography
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- The Econometric Analysis of Seasonal Time Series
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- 05 June 2012
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- 18 June 2001, pp 207-222
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1 - Introduction to Seasonal Processes
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- The Econometric Analysis of Seasonal Time Series
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- 05 June 2012
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- 18 June 2001, pp 1-18
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Epilogue
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- The Econometric Analysis of Seasonal Time Series
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- 18 June 2001, pp 203-206
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List of Symbols and Notations
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- The Econometric Analysis of Seasonal Time Series
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- 05 June 2012
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- 18 June 2001, pp xix-xxii
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Foreword by Thomas J. Sargent
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- The Econometric Analysis of Seasonal Time Series
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- 05 June 2012
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- 18 June 2001, pp xiii-xiv
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