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Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand

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  • Gil-Alana, L.A.

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  • Gil-Alana, L.A., 2008. "Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand," Economic Modelling, Elsevier, vol. 25(2), pages 326-339, March.
    • Handle: RePEc:eee:ecmode:v:25:y:2008:i:2:p:326-339
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    35. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
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    Cited by:

    1. Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Péguin-feissolle, 2010. "Fractional integration and cointegration in stock prices and exchange rates," Economics Bulletin, AccessEcon, vol. 30(1), pages 115-129.
    2. repec:ebl:ecbull:v:30:y:2010:i:1:p:115-129 is not listed on IDEAS

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