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Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting
Engle, R. F.; Granger, C. W. J.; Hallman, J. J. - In: Journal of Econometrics 40 (1989) 1, pp. 45-62
Persistent link: https://www.econbiz.de/10005052812
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The Japanese consumption function
Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S. - In: Journal of Econometrics 55 (1993) 1-2, pp. 275-298
Persistent link: https://www.econbiz.de/10005285503
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Seasonal integration and cointegration
Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S. - In: Journal of Econometrics 44 (1990) 1-2, pp. 215-238
Persistent link: https://www.econbiz.de/10005203969