On the seasonality of vector autoregression residuals

DOI10.1016/0165-1765(85)90168-5zbMath1273.91359OpenAlexW2057909729MaRDI QIDQ375104

John B. Burbidge, Michael R. Veall, Lonnie Magee

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90168-5

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis

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