Concepedia

Seasonality in macroeconomic time series

Svend Hylleberg, Clara J�rgensen, Nils Karl S�rensen

Empirical Economics · 1993 · 109 citations · 10 references

DOI

Concepts

References

10

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

, , +15

Introduction to Statistical Time Series

James T. McClave, Wayne A. Fuller · Technometrics · 1978 · 4.3K citations

, , +11

Seasonal integration and cointegration

Svend Hylleberg, Robert F. Engle, C.W.J. Granger et al. · Journal of Econometrics · 1990 · 1.5K citations

, , +9

Testing for Unit Roots in Seasonal Time Series

David A. Dickey, David P. Hasza, Wayne A. Fuller · Journal of the American Statistical Association · 1984 · 544 citations

, , +15

The Seasonal Cycle and the Business Cycle

Robert Barsky, Jeffrey A. Miron · Journal of Political Economy · 1989 · 215 citations

, , +8