Seasonal integration and cointegration

Svend Hylleberg, Robert Engle, Clive Granger and Byung Sam Yoo

Journal of Econometrics, 1990, vol. 44, issue 1-2, 215-238

Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (650)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4076(90)90080-D
Full text for ScienceDirect subscribers only

Related works:
Working Paper: SEASONAL INTEGRATION AND COINTEGRATION (1988)
Working Paper: SEASONAL, INTEGRATION AND COINTEGRATION (1988)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().