On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data.
Year of publication: |
1992
|
---|---|
Authors: | Ghysels, E. ; Lee, H.S. ; Siklos, P.L. |
Institutions: | Département de Sciences Économiques, Université de Montréal |
Subject: | STATISTICS | ECONOMIC MODELS |
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Seemingly Unrelated Canonical Cointegrating Regressions.
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Ghysels, E., (1992)
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ON THE ECONOMIC AND ECONOMETRICS OF SEASONALITY.
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Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.
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