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Econometrics Paper
Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income L A Gil-Alaña and Peter M Robinson
November 2000
Paper No' EM/2000/402:
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Tags: fractional integration; nonstationarity; seasonality

Econometrics Paper
Seasonality in Dynamic Regression Models (Now published in Economic Journal 104 (1994), pp.1324-1345.) Andrew C Harvey and Andrew Scott  1993
Paper No' EM/1993/266:
Read Abstract |

Tags: seasonality; dynamic relationships; stable error correction model; autoregressive models