Seasonal cointegration. The Japanese consumption function (with discussion)
type: Item
instance of: scholarly article
title: Seasonal cointegration. The Japanese consumption function (with discussion)
zbMATH Open document ID: 0761.62164
DOI: 10.1016/0304-4076(93)90016-X
author: Svend Hylleberg
author: Robert F. Engle
author: Clive W. J. Granger
author: Hahn S. Lee
published in: Journal of Econometrics
publication date: 1993-02-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 110400
zbMATH Keywords: two-step procedure
zbMATH Keywords: consumption
zbMATH Keywords: income
zbMATH Keywords: seasonal cointegration
zbMATH Keywords: critical values
zbMATH Keywords: power
zbMATH Keywords: Monte Carlo simulations
MaRDI profile type: Publication
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full work available at URL: 0304-4076(93)90016-x
OpenAlex ID: W2061073588
description: scientific article; zbMATH DE number 110400