Gil-Alana, L. A.; Robinson, P. M. - In: Journal of Applied Econometrics 16 (2001) 2, pp. 95-114
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, Engle,...
