SEASONAL, INTEGRATION AND COINTEGRATION

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

Working Papers from Pennsylvania State - Department of Economics

Keywords: time series; statistical analysis; consumption; income (search for similar items in EconPapers)
Pages: 30 pages
Date: 1988
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Citations: View citations in EconPapers (39)

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Journal Article: Seasonal integration and cointegration (1990)
Working Paper: SEASONAL INTEGRATION AND COINTEGRATION (1988)
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