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Seasonal, Integration And Cointegration

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Author Info
HYLLEBERG, S.
ENGLE, R.F.
GRANGER, C.W.J.
YOO, B.S.

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Abstract

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Publisher Info
Paper provided by Pennsylvania State - Department of Economics in its series Papers with number 6-88-2.

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Length: 30 pages
Date of creation: 1988
Date of revision:
Handle: RePEc:fth:pensta:6-88-2

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Postal: PENNSYLVANIA STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK PENNSYLVANIA 16802 U.S.A.
Phone: (814)865-1456
Fax: (814)863-4775
Web page: http://econ.la.psu.edu/
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Related research
Keywords: time series ; statistical analysis ; consumption ; income;

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