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• Svend Hylleberg
• Clive W. J. Granger
• Robert F. Engle

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Paper provided by School of Economics and Management, University of Aarhus in its series Economics Working Papers with number 1990-10.

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Length: 39 pages
Date of creation: 1990
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Handle: RePEc:aah:aarhec:1990-10

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Keywords: consumption evaluation tests econometrics

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1. Frank S. Reinhardt & David E.A. Giles, 1999. "Are Cigarette Bans Really Good Economic Policy?," Econometrics Working Papers 9903, Department of Economics, University of Victoria. [Downloadable!]
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   • Reinhardt, Frank S & Giles, David E A, 2001. "Are Cigarette Bans Really Good Economic Policy?," Applied Economics, Taylor and Francis Journals, vol. 33(11), pages 1365-68, September. [Downloadable!] (restricted)
2. Niels Haldrup & Antonio Montanés & Andreu Sanso, . "Measurement Errors and Outliers in Seasonal Unit Root Testing," Economics Working Papers 2000-8, School of Economics and Management, University of Aarhus. [Downloadable!]
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   • Niel Haldrup & Antonio MontanŽs & Andreu Sanso, 2000. "Measurement Errors and Outliers in Seasonal Unit Root Testing," University of California at San Diego, Economics Working Paper Series 2000-15, Department of Economics, UC San Diego. [Downloadable!]
   • Haldrup, Niels & Montanes, Antonio & Sanso, Andreu, 2005. "Measurement errors and outliers in seasonal unit root testing," Journal of Econometrics, Elsevier, vol. 127(1), pages 103-128, July. [Downloadable!] (restricted)
3. Chung-Hua Shen & Tai-Hsin Huang, 1999. "Original," International Economic Journal, Korean International Economic Association, vol. 13(3), pages 97-123, October. [Downloadable!] (restricted)
4. William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997. "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers 97s-35, CIRANO. [Downloadable!]
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   • Lee, Hahn Shik & Ghysels, Eric & Bell, William R, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-65, September. [Downloadable!] (restricted)
5. Raimundo Soto & Matías Tapia, 2001. "Seasonal cointegration and the stability of the demand for money," Working Papers Central Bank of Chile 103, Central Bank of Chile. [Downloadable!]
6. Gianluca Cubadda, 2001. "Common Features In Time Series With Both Deterministic And Stochastic Seasonality," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 201-216. [Downloadable!] (restricted)
7. Fabio Busetti, 2006. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 419-438. [Downloadable!]
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   • Fabio Busetti, 2004. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Econometrics 0411003, EconWPA. [Downloadable!]
   • Fabio Busetti, 2003. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Temi di discussione (Economic working papers) 476, Bank of Italy, Economic Research Department. [Downloadable!]
8. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus. [Downloadable!]
9. J. Breitung & P. H. Franses, . "On Phillips-Perron Type Tests for Seasonal Unit Roots," Sonderforschungsbereich 373 1996-27, Humboldt Universitaet Berlin.
10. H. Herwartz & H. E. Reimers, . "Seasonal Cointegration Analysis for German M3 Money Demand," Sonderforschungsbereich 373 1996-78, Humboldt Universitaet Berlin.
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11. Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data," Cahiers de recherche 9237, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
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    • Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data," Cahiers de recherche 9237, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data," Working Papers 92008, Wilfrid Laurier University, Department of Economics.
    • Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data," Empirical Economics, Springer, vol. 18(4), pages 747-60.
12. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO. [Downloadable!]
13. L. A. Gil-Alana & P. M. Robinson, 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 95-114. [Downloadable!]
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    • L A Gil-Alaña & Peter M Robinson, 2000. "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series /2000/402, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
14. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
15. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1995. "Baysian analysis of seasonal unit roots and seasonal mean shifts," Econometric Institute Report 57, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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    • Franses, P.H. & Hoek, H. & Paap, R., 1995. "Baysian Analysis of Seasonal , Unit Roots and Seasonal Mean Shifts," Papers 9527/a, Erasmus University of Rotterdam - Econometric Institute.
16. L. Gil-Alana, . "Deterministic Seasonality Versus Seasonal Fractional Integration," Sonderforschungsbereich 373 2000-106, Humboldt Universitaet Berlin.

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