Department of Economics and Business Economics

Seasonal Integration and Cointegration

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Svend Hylleberg
  • Robert F. Engle, Denmark
  • Clive W.J. Granger, Denmark
  • B. Sam Yoo, Denmark
  • Faculty of Social Sciences
  • School of Economics and Management
Original languageEnglish
JournalJournal of Econometrics
Pages (from-to)215-238
Number of pages23
Publication statusPublished - 1990

Bibliographical note

Reprinted in Eric Ghysels, Norman R. Swanson, Mark Watson (eds), 2001, Essays in Econometrics, 2 Volume Hardback Set, Collected Papers of Clive W.J. Granger. CUP, Cambridge 2001. Reprinted in Svend Hylleberg (ed), 1992, Modelling Seasonaility, Oxford University Press.

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