Seasonality in Dynamic Regression Models - A Comparative Study of Finite Sample Properties of Various Regression Estimators Including Band Spectrum Regression

Henning Bunzel; Svend Hylleberg

Seasonality in Dynamic Regression Models - A Comparative Study of Finite Sample Properties of Various Regression Estimators Including Band Spectrum Regression

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Original language	English
Journal	Journal of Econometrics
Volume	19
Pages (from-to)	345-366
Number of pages	21
ISSN	0304-4076
Publication status	Published - 1982

Cite this

@article{e177d540af9011dbbee902004c4f4f50,

title = "Seasonality in Dynamic Regression Models - A Comparative Study of Finite Sample Properties of Various Regression Estimators Including Band Spectrum Regression",

author = "Henning Bunzel and Svend Hylleberg",

year = "1982",

language = "English",

volume = "19",

pages = "345--366",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

}

Seasonality in Dynamic Regression Models - A Comparative Study of Finite Sample Properties of Various Regression Estimators Including Band Spectrum Regression. / Bunzel, Henning ; Hylleberg, Svend.
In: Journal of Econometrics, Vol. 19, 1982, p. 345-366.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review