Spurious deterministic seasonality
- 1 June 1995
- journal article
- Published by Elsevier in Economics Letters
- Vol. 48 (3-4) , 249-256
- https://doi.org/10.1016/0165-1765(94)00638-i
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Understanding spurious regressions in econometricsPublished by Elsevier ,2002
- A multivariate approach to modeling univariate seasonal time seriesJournal of Econometrics, 1994
- Seasonality in macroeconomic time seriesEmpirical Economics, 1993
- The Japanese consumption functionJournal of Econometrics, 1993
- Maximum likelihood inference on cointegration and seasonal cointegrationJournal of Econometrics, 1992
- Why Do Countries and Industries with Large Seasonal Cycles Also Have Large Business Cycles?The Quarterly Journal of Economics, 1992
- The seasonal cycle in U.S. manufacturingEconomics Letters, 1991
- Seasonal integration and cointegrationJournal of Econometrics, 1990
- Limiting Distributions of Least Squares Estimates of Unstable Autoregressive ProcessesThe Annals of Statistics, 1988
- Time Series Regression with a Unit RootEconometrica, 1987