Seasonal integration and cointegration

Author:

Hylleberg S.,Engle R.F.,Granger C.W.J.,Yoo B.S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference20 articles.

1. Distributions of least squares estimators of autoregressive parameters for a process with complex roots on the unit circle;Ahtola;Journal of Time Series Analysis,1987

2. The seasonal cycle and the business cycle;Barsky;Journal of Political Economy,1989

3. Issues involved with the seasonal adjustment of economic time series;Bell;Journal of Business and Economic Statistics,1984

4. On the specification of regression models in seasonal differences;Bhargava,1987

5. Time series analysis, forecasting and control;Box,1970

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