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Seasonal unit roots in aggregate U.S. data

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Author Info
Joseph Beaulieu, J.
Miron, Jeffrey A.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-45821Y8-1V/2/91c3bfb09c626c6374027bbd8a11d18a
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 55 (1993)
Issue (Month): 1-2 ()
Pages: 305-328
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Handle: RePEc:eee:econom:v:55:y:1993:i:1-2:p:305-328

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Web page: http://www.elsevier.com/locate/jeconom

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March. [Downloadable!] (restricted)
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  2. Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
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  3. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," NBER Working Papers 3459, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 1," Cowles Foundation Discussion Papers 811R, Cowles Foundation, Yale University, revised Aug 1987. [Downloadable!]
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  5. Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum, 1994. "Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation," Journal of Econometrics, Elsevier, vol. 62(2), pages 415-442, June. [Downloadable!] (restricted)
  6. Danny Quah & Jeffrey M. Wooldridge, 1988. "A Common Error in the Treatment of Trending Time Series," Working papers 483, Massachusetts Institute of Technology (MIT), Department of Economics.
  7. Engle, R. F. & Granger, C. W. J. & Hallman, J. J., 1989. "Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting," Journal of Econometrics, Elsevier, vol. 40(1), pages 45-62, January. [Downloadable!] (restricted)
  8. Osborn, Denise R., 1990. "A survey of seasonality in UK macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 6(3), pages 327-336, October. [Downloadable!] (restricted)
  9. Bhargava, Alok, 1990. "An Econometric Analysis of the U.S. Postwar G.N.P," Journal of Population Economics, Springer, vol. 3(2), pages 147-56, August.
  10. Robert B. Barsky & Jeffrey A. Miron, 1989. "The Seasonal Cycle and the Business Cycle," NBER Working Papers 2688, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Peter C.B. Phillips, 1986. "Weak Convergence to the Matrix Stochastic Integral BdB," Cowles Foundation Discussion Papers 796, Cowles Foundation, Yale University. [Downloadable!]
  12. Schwert, G. William, 1987. "Effects of model specification on tests for unit roots in macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 73-103, July. [Downloadable!] (restricted)
  13. Ghysels, E., 1987. "Unit Root Tests and the Statistical Pitfalls of Seasonal Adjustment: the Case of U.S. Post-War Real Gnp," Cahiers de recherche 8723, Universite de Montreal, Departement de sciences economiques.
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