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Testing of seasonal fractional integration in UK and Japanese consumption and...
The seasonal structure of quarterly UK and Japanese consumption and income is examined by means of fractionally based tests proposed by Robinson (1994). These series were... -
An empirical comparison of flexible demand system functional forms (replicati...
This paper compares the performance of eight frequently used flexible forms that are either (1) locally flexible, (2) effectively globally regular, or (3) asymptotically...