Spurious deterministic seasonality
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Publication:672885
DOI10.1016/0165-1765(94)00638-IzbMATH Open0900.90181MaRDI QIDQ672885FDOQ672885
Authors: Philip Hans Franses, Svend Hylleberg, Hahn S. Lee 
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
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Cites Work
- Seasonal integration and cointegration
- Limiting distributions of least squares estimates of unstable autoregressive processes
- Time Series Regression with a Unit Root
- Title not available (Why is that?)
- Seasonal cointegration. The Japanese consumption function (with discussion)
- Understanding spurious regressions in econometrics
- Maximum likelihood inference on cointegration and seasonal cointegration
- A multivariate approach to modeling univariate seasonal time series
Cited In (4)
- The robustness of tests for seasonal differencing to structural breaks.
- Identification of seasonal effects in impulse responses using score-driven multivariate location models
- A note on spurious regression in seasonal time series
- Alternative estimators and unit root tests for seasonal autoregressive processes
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