Seasonal integration in economic time series

Mathematics and Computers in Simulation

Volumn 43, Issue 3-6, 1997, Pages 413-419

  Leong, Kenneth ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

FIRST DIFFERENCING FILTERS; MACROECONOMIC TIME SERIES; UNIT ROOTS;

ECONOMICS; INTEGRATION; MATHEMATICAL TRANSFORMATIONS;

TIME SERIES ANALYSIS;

EID: 0031099795     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-4754(97)00026-8     Document Type: Article

References (4)

1. J.J. Beaulieu and J.A. Miron, Seasonal unit roots in aggregate U.S. data, Journal of Econometrics 55 (1993) 305-328.
2. P.H. Franses, Periodicity and stochastic trends in economic time series (Oxford University Press, 1996).
3. S. Hylleberg, Modelling Seasonality (Oxford University Press, 1992).
4. S. Hylleberg, R.F. Engle, C.W.J. Granger and S. Yoo, Seasonal integration and cointegration, Journal of Econometrics 44 (1990) 159-178.