Bayesian deep learning based method for probabilistic forecast of day-ahead electricity prices
The availability of accurate day-ahead energy prices forecasts is crucial to achieve a
successful participation to liberalized electricity markets. Moreover, forecasting systems …
successful participation to liberalized electricity markets. Moreover, forecasting systems …
The long-term relationship between international labour migration and unemployment in Spain
AM Espinosa, I Díaz-Emparanza - Journal of International Migration and …, 2021 - Springer
This paper analyzes the relationship between the international immigration rates and the
unemployment rate in Spain for the period 1981–2016. During this period, immigration and …
unemployment rate in Spain for the period 1981–2016. During this period, immigration and …
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
T del Barrio Castro, A Bodnar, A Sansó - Computational Statistics, 2017 - Springer
This paper implements the approach introduced by MacKinnon (J Bus Econ Stat 12: 167–
176, 1994, J Appl Econom 11: 601–618, 1996) to estimate the response surface of the test …
176, 1994, J Appl Econom 11: 601–618, 1996) to estimate the response surface of the test …
Numerical distribution functions for seasonal stability tests
I Díaz-Emparanza, MP Moral - Statistics & Probability Letters, 2014 - Elsevier
The seasonal stability tests of Canova and Hansen (1995)(CH) provide a method
complementary to that of Hylleberg et al.(1990) for testing for seasonal unit roots. But the …
complementary to that of Hylleberg et al.(1990) for testing for seasonal unit roots. But the …
Stationarity of seasonal patterns in weekly agricultural prices
JJC Hernández, CGM Rodríguez - Spanish journal of agricultural …, 2018 - dialnet.unirioja.es
Weekly series of agricultural prices usually exhibit seasonal variations and the stationarity of
these variations should be taken into account to analyse price relationships. However, unit …
these variations should be taken into account to analyse price relationships. However, unit …
[引用][C] Seasonal Stability Tests in gretl. An Application to International Tourism Data
I Díaz-Emparanza Herrero, MP Moral Zuazo - 2013
[引用][C] Unit Root Tests for Seasonal Time Series
J López-de-Lacalle - geobosh.github.io
The original functions have been enhanced with the following new features: 1) the tests are
now applicable to series of any seasonal periodicity (not only quarterly and monthly data), 2) …
now applicable to series of any seasonal periodicity (not only quarterly and monthly data), 2) …
[引用][C] Gretl Function Package Guide
A Cottrell, RJ Lucchetti - Wake Forest University, 2015
[引用][C] Numerical Distribution Functions for Seasonal Unit Root Tests: A Replication Exercise
J López-de-Lacalle