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MOVING AVERAGE FILTERS AND PERIODIC INTEGRATION
被引:1
作者
:
FRANSES, PH
论文数:
0
引用数:
0
h-index:
0
机构:
ERASMUS UNIV ROTTERDAM,TINBERGEN INST,3000 DR ROTTERDAM,NETHERLANDS
ERASMUS UNIV ROTTERDAM,TINBERGEN INST,3000 DR ROTTERDAM,NETHERLANDS
FRANSES, PH
[
1
]
PAAP, R
论文数:
0
引用数:
0
h-index:
0
机构:
ERASMUS UNIV ROTTERDAM,TINBERGEN INST,3000 DR ROTTERDAM,NETHERLANDS
ERASMUS UNIV ROTTERDAM,TINBERGEN INST,3000 DR ROTTERDAM,NETHERLANDS
PAAP, R
[
1
]
机构
:
[1]
ERASMUS UNIV ROTTERDAM,TINBERGEN INST,3000 DR ROTTERDAM,NETHERLANDS
来源
:
MATHEMATICS AND COMPUTERS IN SIMULATION
|
1995年
/ 39卷
/ 3-4期
关键词
:
D O I
:
10.1016/0378-4754(95)00066-8
中图分类号
:
TP39 [计算机的应用];
学科分类号
:
081203 ;
0835 ;
摘要
:
[No abstract available]
引用
收藏
页码:245 / 249
页数:5
相关论文
共 11 条
[1]
BOSWIJK HP, 1995, ECON LETT, V48, P235
[2]
CANONICAL ANALYSIS OF MULTIPLE TIME-SERIES
BOX, GEP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN, DEPT STAT, MADISON, WI 53706 USA
UNIV WISCONSIN, DEPT STAT, MADISON, WI 53706 USA
BOX, GEP
TIAO, GC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN, DEPT STAT, MADISON, WI 53706 USA
UNIV WISCONSIN, DEPT STAT, MADISON, WI 53706 USA
TIAO, GC
[J].
BIOMETRIKA,
1977,
64
(02)
: 355
-
365
[3]
SEASONAL COINTEGRATION - THE JAPANESE CONSUMPTION FUNCTION
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
AARHUS UNIV,DK-8000 AARHUS,DENMARK
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
机构:
AARHUS UNIV,DK-8000 AARHUS,DENMARK
GRANGER, CWJ
论文数:
引用数:
h-index:
机构:
HYLLEBERG, S
LEE, HS
论文数:
0
引用数:
0
h-index:
0
机构:
AARHUS UNIV,DK-8000 AARHUS,DENMARK
LEE, HS
[J].
JOURNAL OF ECONOMETRICS,
1993,
55
(1-2)
: 275
-
298
[4]
COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
GRANGER, CWJ
[J].
ECONOMETRICA,
1987,
55
(02)
: 251
-
276
[5]
A MULTIVARIATE APPROACH TO MODELING UNIVARIATE SEASONAL TIME-SERIES
FRANSES, PH
论文数:
0
引用数:
0
h-index:
0
机构:
Econometric Institute, Erasmus University
FRANSES, PH
[J].
JOURNAL OF ECONOMETRICS,
1994,
63
(01)
: 133
-
151
[6]
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS
FRANSES, PH
论文数:
0
引用数:
0
h-index:
0
机构:
Econometric Institute, Erasmus University, Rotterdam
FRANSES, PH
PAAP, R
论文数:
0
引用数:
0
h-index:
0
机构:
Econometric Institute, Erasmus University, Rotterdam
PAAP, R
[J].
OXFORD BULLETIN OF ECONOMICS AND STATISTICS,
1994,
56
(04)
: 421
-
439
[7]
FRANSES PH, 1993, 9320 ER U EC I REP
[8]
SEASONAL INTEGRATION AND COINTEGRATION
HYLLEBERG, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,LA JOLLA,CA 92037
HYLLEBERG, S
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,LA JOLLA,CA 92037
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,LA JOLLA,CA 92037
GRANGER, CWJ
YOO, BS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,LA JOLLA,CA 92037
YOO, BS
[J].
JOURNAL OF ECONOMETRICS,
1990,
44
(1-2)
: 215
-
238
[9]
SEASONALITY AND HABIT PERSISTENCE IN A LIFE-CYCLE MODEL OF CONSUMPTION
OSBORN, DR
论文数:
0
引用数:
0
h-index:
0
OSBORN, DR
[J].
JOURNAL OF APPLIED ECONOMETRICS,
1988,
3
(04)
: 255
-
266
[10]
OSBORN DR, 1993, J ECON, V55, P300
←
1
2
→
共 11 条
[1]
BOSWIJK HP, 1995, ECON LETT, V48, P235
[2]
CANONICAL ANALYSIS OF MULTIPLE TIME-SERIES
BOX, GEP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN, DEPT STAT, MADISON, WI 53706 USA
UNIV WISCONSIN, DEPT STAT, MADISON, WI 53706 USA
BOX, GEP
TIAO, GC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN, DEPT STAT, MADISON, WI 53706 USA
UNIV WISCONSIN, DEPT STAT, MADISON, WI 53706 USA
TIAO, GC
[J].
BIOMETRIKA,
1977,
64
(02)
: 355
-
365
[3]
SEASONAL COINTEGRATION - THE JAPANESE CONSUMPTION FUNCTION
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
AARHUS UNIV,DK-8000 AARHUS,DENMARK
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
机构:
AARHUS UNIV,DK-8000 AARHUS,DENMARK
GRANGER, CWJ
论文数:
引用数:
h-index:
机构:
HYLLEBERG, S
LEE, HS
论文数:
0
引用数:
0
h-index:
0
机构:
AARHUS UNIV,DK-8000 AARHUS,DENMARK
LEE, HS
[J].
JOURNAL OF ECONOMETRICS,
1993,
55
(1-2)
: 275
-
298
[4]
COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
GRANGER, CWJ
[J].
ECONOMETRICA,
1987,
55
(02)
: 251
-
276
[5]
A MULTIVARIATE APPROACH TO MODELING UNIVARIATE SEASONAL TIME-SERIES
FRANSES, PH
论文数:
0
引用数:
0
h-index:
0
机构:
Econometric Institute, Erasmus University
FRANSES, PH
[J].
JOURNAL OF ECONOMETRICS,
1994,
63
(01)
: 133
-
151
[6]
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS
FRANSES, PH
论文数:
0
引用数:
0
h-index:
0
机构:
Econometric Institute, Erasmus University, Rotterdam
FRANSES, PH
PAAP, R
论文数:
0
引用数:
0
h-index:
0
机构:
Econometric Institute, Erasmus University, Rotterdam
PAAP, R
[J].
OXFORD BULLETIN OF ECONOMICS AND STATISTICS,
1994,
56
(04)
: 421
-
439
[7]
FRANSES PH, 1993, 9320 ER U EC I REP
[8]
SEASONAL INTEGRATION AND COINTEGRATION
HYLLEBERG, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,LA JOLLA,CA 92037
HYLLEBERG, S
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,LA JOLLA,CA 92037
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,LA JOLLA,CA 92037
GRANGER, CWJ
YOO, BS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,LA JOLLA,CA 92037
YOO, BS
[J].
JOURNAL OF ECONOMETRICS,
1990,
44
(1-2)
: 215
-
238
[9]
SEASONALITY AND HABIT PERSISTENCE IN A LIFE-CYCLE MODEL OF CONSUMPTION
OSBORN, DR
论文数:
0
引用数:
0
h-index:
0
OSBORN, DR
[J].
JOURNAL OF APPLIED ECONOMETRICS,
1988,
3
(04)
: 255
-
266
[10]
OSBORN DR, 1993, J ECON, V55, P300
←
1
2
→