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Technical Progress in U.S. Manufacturing Sectors, 1948-1973 : An Application of Lie Groups
Sato, Ryuzo - 1985
The purpose of this paper is to apply the theory of Lie transformation groups as developed by the first author, and … economics to incorporate the theory of Lie transformation groups, so the results are new, but they are also interesting. Using …
Persistent link: https://www.econbiz.de/10012477468
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Seasonal Unit Roots in Aggregate U.S. Data
Beaulieu, J. Joseph - 1992
In this paper we provide evidence on the presence of seasonal unit roots in aggregate U.S. data. The analysis is conducted using the approach developed by Hyllebcrg, Engle, Granger and Yoo (1990). We first derive the mechanics and asyrnptotics of the HEGY procedure for monthly data and use Monte...
Persistent link: https://www.econbiz.de/10012474842