Exportación de tomate en Canarias¿un patrón estacional estable?
ISSN: 1578-0732
Año de publicación: 2002
Número: 2
Páginas: 53-72
Tipo: Artículo
Otras publicaciones en: Economía agraria y recursos naturales
Referencias bibliográficas
- Abeysinghe, T. (1991). «Inappropriate use of seasonal dummies in regression». Economics Letters 36: 175-179. https://doi.org/10.1016/0165-1765(91)90185-N
- Abeysinghe, T. (1994). «Deterministic seasonal models and spurious regressions». Journal of Econometrics 61: 259-272. https://doi.org/10.1016/0304-4076(94)90086-8
- Cáceres, J.J. (1996). «Contraste de raíces unitarias en datos semanales». Estadística Española 38(141): 139-159.
- Cáceres, J.J. (2000). La Exportación de Tomate en Canarias. Elementos para una estrategia competitiva. Ediciones Canarias.
- Cáceres, J.J. (2001). «Optimalidad del patrón estacional de las exportaciones canarias de tomate». Estudios de Economía Aplicada 18: 41-66.
- Dickey, D.A. y Fuller, W.A. (1981). «Likelihood ratio statistics for autoregressive time series with a unit root». Econometrica 49(4): 1057-1072. https://doi.org/10.2307/1912517
- Dickey, D.A. y Pantula, S.G. (1987). «Determining the order of differencing in autoregressive processes». Journal of Business and Economic Statistics 5(4): 455-462. https://doi.org/10.2307/1391997
- Durbin, J. y Koopman, S.J. (2001). Time Series Analysis by State Space Methods. Oxford University Press.
- Franses, P.H. (1994). Recent advances in modelling seasonality. Econometric Institute Report, 9467/a.
- Franses, P.H. (1996). Periodicity and Stochastic Trends in Economic Time Series. Oxford University Press.
- Franses, P.H. (1997). «Seasonality in economic time series». En Ullah, A. y Giles, D.E.A. (Eds.) Handbook of Applied Economic Statistics. (Presentado como documento de trabajo del Econometric Institute Report).
- Franses, P. H. y Vogelsang, T. (1995). Testing for seasonal unit roots in the presence of changing seasonal means. Econometric Institute. Erasmus University. Rotterdam. Report 9532/A.
- Franses, P.H. y Taylor, R. (2000). «Determining the order of differencing in seasonal time series processes». Econometrics Journal 3: 250-264. https://doi.org/10.1111/1368-423X.00048
- Fuller, W. (1976). Introduction to statistical time series. John Wiley & Sons. Ghysels, E. (1994). «On the economics and econometrics of seasonality». En Sims, C. (Ed.) Advances in Econometrics. Sixth World Congress, vol. 1, cap. 7.
- Ghysels, E., Lee, H.S. y Noh, J. (1994). «Testing for unit roots in seasonal time series». Journal of Econometrics 62: 415-442. https://doi.org/10.1016/0304-4076(94)90030-2
- Harvey, A.C. (1989). Forecasting, structural time series models and the Kalman filter. Cambridge University Press. https://doi.org/10.1017/CBO9781107049994
- Harvey, A.C. (1993). Time series models. Harvester Wheatsheaf.
- Harvey, A.C., S.J. Koopman y M. Riani (1995) The modelling and seasonal adjustment of weekly observations, London School of Economics, Discussion Paper EM/95/284.
- Hylleberg, S. (1986). Seasonality in regression. Academic Press Inc.
- Hylleberg, S. (1992). Modelling seasonality. Oxford University Press.
- Hylleberg, S. (1994). «Modelling seasonal variation». En Hargreaves, C.P. (Ed.) Nonstationary time series analysis and cointegration, 153-178. Oxford University Press.
- Hylleberg, S., Engle, R.F., Granger, C.W.J. y Yoo, B.S. (1990). «Seasonal integration and cointegration». Journal of Econometrics 44: 215-238. https://doi.org/10.1016/0304-4076(90)90080-D
- Kalman, R.E. (1960). «A new approach to linear filtering and prediction problems». Transactions ASME, Series D, Journal of Basic Engineering 82: 35-45. https://doi.org/10.1115/1.3662552
- Kalman, R.E. y Bucy, R.S. (1961). «New results in linear filtering and prediction theory». Transactions ASME, Series D, Journal of Basic Engineering 83: 95-108. https://doi.org/10.1115/1.3658902
- Koopman, S.J. (1992). Diagnostic checking and intradaily effects in time series models. Thesis Publishers. Tinbergen Institute Research Series, 27. Amsterdam.
- Koopman, S.J., Harvey, A.C., Doornik, J.A. y Shephard, N. (2000). STAMP: Structural time series analyser, modeller and predictor. Timberlake Consultants.
- Mackinnon, J.G. (1991). «Critical values for cointegration tests». En Engle, R.F. y Granger, C.W.J. (Eds.) Long-run economic relationships. Oxford University Press, 267-276.
- Miron, J.A. (1994). «The economics of seasonal cycles». En Sims, C. (Ed.) Advances in Econometrics. Sixth World Congress. vol. 1, cap. 6. https://doi.org/10.1017/CCOL0521444594.006
- Perron, P. y Vogelsang, T.J. (1992a). «Nonstationary and level shifts with an application to purchasing power parity». Journal of Business and Economic Statistics 10: 301-320. https://doi.org/10.1080/07350015.1992.10509907
- Perron, P. y Vogelsang, T.J. (1992b). «Testing for a unit root in a time series with a changing mean: corrections and extensions». Journal of Business and Economic Statistics 10: 467-470. https://doi.org/10.1080/07350015.1992.10509923