𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Testing for seasonal integration and cointegration: The Austrian consumption income relationship

✍ Scribed by Liyan Han; Gerhard Thury

Book ID
105118579
Publisher
Springer-Verlag
Year
1997
Tongue
English
Weight
744 KB
Volume
22
Category
Article
ISSN
0377-7332

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Testing of seasonal fractional integrati
Testing of seasonal fractional integration in UK and Japanese consumption and income
✍ L. A. Gil-AlaΓ±a; P. M. Robinson πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 165 KB

## Abstract The seasonal structure of quarterly UK and Japanese consumption and income is examined by means of fractionally based tests proposed by Robinson (1994). These series were analysed from an autoregressive unit root viewpoint by Hylleberg, Engle, Granger and Yoo (HEGY, 1990) and Hylleberg,