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Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data

Haldrup, Niels; Hylleberg, Svend; Pons, Gabriel; Sanso, … - In: Journal of Business & Economic Statistics 25 (2007) January, pp. 21-32

Persistent link: https://www.econbiz.de/10005532411

Flexible regression models and relative forecast performance

Dahl, Christian M.; Hylleberg, Svend - In: International Journal of Forecasting 20 (2004) 2, pp. 201-217

Persistent link: https://www.econbiz.de/10005429311

Cointegration and Error Correction Mechanisms.

Hylleberg, Svend; Mizon, Grayham E - In: Economic Journal 99 (1989) 395, pp. 113-25

Starting from a multivariate Wold representation for N variables that are integrated of order 1, this paper shows that, given that the N variables have r cointegrating vectors, there is an equivalence between five alternative representations of the multivariate model: the autoregressive...

Persistent link: https://www.econbiz.de/10005393379

A note on the distribution of the least squares estimator of a random walk with drift

Hylleberg, Svend; Mizon, Grayham E. - In: Economics Letters 29 (1989) 3, pp. 225-230

Persistent link: https://www.econbiz.de/10005159032

Seasonality in dynamic regression models : A comparative study of finite sample properties of various regression estimators including band spectrum regression

Bunzel, Henning; Hylleberg, Svend - In: Journal of Econometrics 19 (1982) 2-3, pp. 345-366

Persistent link: https://www.econbiz.de/10005285400

A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence

Haldrup, Niels; Hylleberg, Svend - In: Economics Letters 48 (1995) 3-4, pp. 221-228

Persistent link: https://www.econbiz.de/10005296930

Spurious deterministic seasonality

Franses, Philip Hans; Hylleberg, Svend; Lee, Hahn S. - In: Economics Letters 48 (1995) 3-4, pp. 249-256

Persistent link: https://www.econbiz.de/10005257763

A comparative study of finite sample properties of band spectrum regression estimators

Hylleberg, Svend - In: Journal of Econometrics 5 (1977) 2, pp. 167-182

Persistent link: https://www.econbiz.de/10005192524

Tests for seasonal unit roots general to specific or specific to general?

Hylleberg, Svend - In: Journal of Econometrics 69 (1995) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10005203986

Clive Granger and HEGY

Hylleberg, Svend - In: Journal of Financial Econometrics 8 (2010) 2, pp. 181-183

Persistent link: https://www.econbiz.de/10008470047