Gabriel Pons

Aarhus University - Department of Economics

University Park

DK-8000 Aarhus C

Denmark

http://www.econ.au.dk/afn/default.htm

SCHOLARLY PAPERS

3

DOWNLOADS

89

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Testing for Seasonal Unit Roots with Temporally Aggregated Time Series

University of Aarhus Economics Working Paper No. 2003-16
Number of pages: 23 Posted: 16 Oct 2003
Gabriel Pons
Aarhus University - Department of Economics
Downloads 59 (362,806)

Abstract:

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Temporal aggregation, seasonal unit roots, Hegy test

2.

Testing Monthly Seasonal Unit Roots with Monthly and Quarterly Information

Journal of Time Series Analysis, Vol. 27, No. 2, pp. 191-209, March 2006
Number of pages: 19 Posted: 08 May 2006
Gabriel Pons
Aarhus University - Department of Economics
Downloads 16 (550,219)
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3.

Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data

Aarhus University Economics Paper No. 2005-03
Number of pages: 32 Posted: 18 Jun 2008
Aarhus University, School of Economics and Management, Aarhus University - Department of Economics, Aarhus University - Department of Economics, Departament d'Economia Aplicada and University of the Balearic Islands
Downloads 14 (562,361)
Citation 3

Abstract:

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Periodic autoregression, seasonality, high frequency data, cointegration, multicointegration, common features