Results 261 to 270 of about 25,752 (301)

Seasonal Unit Root Tests with Structural Breaks in Deterministic Seasonality

Oxford Bulletin of Economics and Statistics, 1999
The seasonal root tests of Hylleberg et al (1990) are extended using the sequential approach of Zivot and Andrews (1992). This paper presents Monte Carlo evidence to support a sequential approach to estimation and critical values are estimated. It is demonstrated that non‐stationary data with structurally unstable deterministic seasonality can lead to ...
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Deterministic Seasonality Effects

2009
Seasonality in price movements and volatility is an important difference between certain commodity classes and standard financial assets. Especially for agricultural commodities, one observes a repeating cyclical pattern of decreasing prices at the harvesting period and after the harvest and a peak in prices a few months before the harvest. Empirically,
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Testing common deterministic seasonality [PDF]

, 1999
We propose methods to test for common deterministic seasonality, while allowing for possible seasonal unit roots. For this purpose, we consider panel methods, where we allow for individual and for common dynamics. To decide on the presence of seasonal unit roots, we introduce a decision-based approach, for which we derive the relevant critical values ...
Franses, Ph.H.B.F., Kunst, R.M.
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Optimal weekly releases from a seasonal reservoir: 1. Deterministic future

Water Resources Research, 1979
A technique was developed to maximize the returns from the operation of a seasonal alpine reservoir for the production of electrical energy. The emphasis rests on a comprehensive approach to the problem, and the following fields were considered: hydrology, power economics, operations research, and decision theory.
F. Laufer, Hubert J. Morel‐Seytoux
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COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY

Econometric Reviews, 2001
This paper extends the notions of common cycles and common seasonal features to time series having deterministic and stochastic seasonality at different frequencies. The conditions under which quarterly time series with these characteristics have common features are investigated, various representations are presented and statistical inference is ...
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Testing for converging deterministic seasonal variation in European industrial production [PDF]

, 1999
In this paper we consider deterministic seasonal variation in quarterly production for several European countries, and we address the question whether this variation has become more similar across countries over time. Due to economic and institutional factors, one may expect convergence across business cycles. When these have similar characteristics as
Franses, Ph.H.B.F., Kunst, R.M.
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Power Law Random Behaviour and Deterministic Earthquake Seasonality of Northeast India

Journal of the Geological Society of India, 2001
Abstract The Northeast Indian region (NEI) is characterised by frequent earthquakes associated with swarms and quiescence activities. To gain physical insight about its origin, inter-event time series of earthquakes M≥3 and 5 has been analysed using rank-order statistics and non-linear perspective.
R.K. Tiwari, K.N.N. Rao
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Some tests for unit roots in seasonal time series with deterministic trends

Statistics & Probability Letters, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ahn, Sung K., Cho, Sinsup
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Optimal Fisheries Investment: Comparative Dynamics for a Deterministic Seasonal Fishery

Canadian Journal of Fisheries and Aquatic Sciences, 1983
A dynamic fisheries model is developed to simultaneously optimize investment in the resource stock (the fish) and investment in the capital stock (the fleet). Each of these investment problems faces a major complication; investment in the resource is constrained by the natural population dynamics, while investment in the physical capital stock tends ...
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Deterministic and probabilistic evaluation of raw and post processed sub-seasonal to seasonal precipitation forecasts in different precipitation regimes

Theoretical and Applied Climatology, 2018
Precipitation is an important and difficult climate variable to predict. Skillful sub-seasonal precipitation forecast can provide useful information for agriculture and water resources management communities. Nevertheless, sub-seasonal forecasts have been given less attention compared with forecasts of shorter/longer time horizons.
Roya Kolachian, Bahram Saghafian
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