Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap

Asymptotic Properties of Residual Based Tests for Cointegration

1990 • 1,996 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.

1996 • 1,690 citations

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

1993 • 1,674 citations

Time-series

1973 • 1,392 citations

SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION^*

1988 • 299 citations

Periodicity and Stochastic Trends In Economic Time Series

1996 • 246 citations

The effect of seasonal adjustment filters on tests for a unit root

1993 • 240 citations

The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption

1989 • 110 citations

On the Periodic Structure of the Business Cycle

1994 • 106 citations

UNIT ROOTS IN PERIODIC AUTOREGRESSIONS

1996 • 104 citations

Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting

1993 • 84 citations

RECENT ADVANCES IN MODELLING SEASONALITY

1996 • 76 citations

The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption

1989 • 76 citations

On the Periodic Structure of the Business Cycle

1994 • 64 citations

Periodic Cointegration: Representation and Inference

1995 • 58 citations

An Analysis of Seasonality in the U.K. Equity Market

1995 • 57 citations

Testing for periodic integration

1995 • 42 citations

Periodic integration in quarterly UK macroeconomic variables

1993 • 39 citations

On the (mis)specification of seasonality and its consequences: An empirical investigation with US data

1993 • 34 citations

Performance of periodic error correction models in forecasting consumption data

1997 • 32 citations

A periodic cointegration model of quarterly consumption

1995 • 27 citations

Forecasting with periodic models A comparison with time invariant coefficient models

1997 • 27 citations

Modelling the Great Lakes freeze: forecasting and seasonality in the market for ferrous scrap

1996 • 25 citations

Modelling seasonal patterns and long-run trends in U.S. time series

1997 • 20 citations

Forecasting and seasonality

1997 • 16 citations