P. H. Frances, “Testing for seasonal unit roots in monthly data,” Econometr...
P. H. Frances, “Testing for seasonal unit roots in monthly data,” Econometric Institute Report 9032A, Erasmus University, Rotterdam, 1990. P. H. Frances, “Testing for seasonal […]
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S. Hylleberg, R. F. Engle, C. W. J. Granger, and B. S. Yoo, “Seasonal integ...
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H. Lütkepohl and M. Kr?tzig, “Applied time series econometrics,” Cambridge ...
H. Lütkepohl and M. Kr?tzig, “Applied time series econometrics,” Cambridge University Press, New York, 2004. **H. Lütkepohl and M. Krätzig, “Applied time series econometrics,” Cambridge University Press, […]
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P. S. Neelakanta and A. Preechayasomboon, “Development of a neuroinference ...
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G. Caporello and A. Maravall, “TSW—Revised reference manual,” mimeo, Banco ...
G. Caporello and A. Maravall, “TSW—Revised reference manual,” mimeo, Banco de Espa?a, 2004. None
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H. Akaike, “Information theory and the extension of the maximum likelihood ...
H. Akaike, “Information theory and the extension of the maximum likelihood principle,” In: B. N. Petrov and F. Caaki, Eds., Second International Symposium on Information […]
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H. Akaike, “A new look at the statistical model identification,” IEEE Trans...
H. Akaike, “A new look at the statistical model identification,” IEEE Transactions on Automatic Control, Vol. 19, No. 6, pp. 716–723, 1974. **A New Look […]
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D. F. Findley and D. E. K. Martin, “Frequency domain analyses of SEATS and ...
D. F. Findley and D. E. K. Martin, “Frequency domain analyses of SEATS and X-11/12-ARIMA seasonal adjustment filters for short and moderate-length time series,” Journal […]
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S. C. Hillmer and G. C. Tiao, “An ARIMA model–based approach to seasonal ad...
S. C. Hillmer and G. C. Tiao, “An ARIMA model–based approach to seasonal adjustment,” Journal of the American Statistical Association, Vol. 77, pp. 63–70, 2002. […]
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D. F. Findley, D. E. K. Martin, and K. Wills, “Generalizations of the Box–J...
D. F. Findley, D. E. K. Martin, and K. Wills, “Generalizations of the Box–Jenkins airline model,” Proceedings of the American Statistical Association, Business and Economic […]
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