Articles by econometrixxer87

The Case Against Seasonal Unit Roots

June 5, 2017 | econometrixxer87

There are several ways to model seasonality in a time series. Traditionally, trend-cycle decomposition such as the Holt-Winters procedure has been very popular. Also, until today applied researchers often try to account for seasonality by using seasonal dummy variables. But of course, in a stochastic process it seems unreasonable to ...
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