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Seasonal Integration and Cointegration, (1955-1984)

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DOI
https://doi.org/10.3886/ICPSR01041
Version
v0
Resource Type
Dataset : survey data
Creator
  • Hylleberg, Svend
  • Engle, R.F.
  • Granger, C.W.J.
  • Yoo, B.S.
Other Title
  • Archival Version (Subtitle)
Publication Date
1996-01-03
Language
English
Description

  • Abstract

    These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.

  • Table of Contents

    Datasets:

    • DS1: Dataset
Temporal Coverage
  • 1955 / 1984
    Time period: 1955--1984
Availability
Delivery
This version of the study is no longer available on the web. If you need to acquire this version of the data, you have to contact ICPSR User Support (help@icpsr.umich.edu).
Alternative Identifiers
  • 1041 (Type: ICPSR Study Number)
Relations
  • Is previous version of
    DOI: 10.3886/ICPSR01041.v1
Publications
  • Diaz-Emparanza, Ignacio. Numerical distribution functions for seasonal unit root tests. Computational Statistics and Data Analysis.2014.
    • ID: 10.1016/j.csda.2013.03.006 (DOI)
  • Hylleberg, S., et al. Seasonal interation and cointegration. Journal of Econometrics.44, (1-2), 215-238.1990.
    • ID: 10.1016/0304-4076(90)90080-D (DOI)

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

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Hylleberg, Svend; Engle, R.F.; Granger, C.W.J.; Yoo, B.S. (1996): Seasonal Integration and Cointegration, (1955-1984). Archival Version. Version: v0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01041