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Original Articles

Seasonal integration and Japanese aggregate data

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Pages 591-594 | Published online: 06 Oct 2010

References

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  • Davidson , R. and McKinnon , J. G. 1993 . Estimation and Inference in Econometrics , Oxford : Oxford University Press .
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  • Ghysels , E. and Perron , P. 1993 . The effects of seasonal adjustment filters on tests for a unit root . Journal of Econometrics , 55 : 57 – 98 .
  • Ghysels , E. , Lee , H. S. and Noh , J. 1994 . Testing for unit roots in seasonal time series: some theoretical extensions and a Monte Carlo investigation . Journal of Econometrics , 62 : 415 – 442 .
  • Hylleberg , S. , Engle , R. F. , Granger , C. W. J. and Yoo , B. S. 1990 . Seasonal integration and cointegration . Journal of Econometrics , 44 : 215 – 238 .

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