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A note on Johansen's cointegration procedure when trends are present
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 777-789
Persistent link: https://www.econbiz.de/10001331520
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The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
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On the (mis)specification of seasonality and its consequences : an empirical investigation with US data
Ghysels, Eric - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 747-760
Persistent link: https://www.econbiz.de/10001331522