Access Statistics for Svend Hylleberg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 1 1 6 82
On the Exploitation of Market Power in the Nordic Electricity Markets. The Case of Elsam 0 0 0 131 0 0 10 367
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 11 14 26 1,333
Seasonal Adjustment 0 0 0 400 2 5 11 821
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 2 18 493
Total Working Papers 0 0 0 543 14 22 71 3,096

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Relation between Consumers' Expenditure and Income in the United Kingdom 0 0 0 0 1 1 4 147
A comparative study of finite sample properties of band spectrum regression estimators 0 0 0 18 2 4 8 105
A note on the distribution of the least squares estimator of a random walk with drift 0 0 1 44 1 2 7 118
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 1 19 1 1 6 90
Book Review 0 0 0 0 1 1 4 11
Clive Granger and HEGY 0 0 0 22 0 1 4 62
Cointegration and Error Correction Mechanisms 0 0 1 355 2 3 10 916
Comments on N. R. Ericsson, D. F. Hendry and K.M. Prestwich, “The Demand for Broad Money in the United Kingdom, 1878–1993” 0 0 0 2 0 0 5 12
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 5 6 10 218
Common Seasonal Features: Global Unemployment 0 0 0 0 0 4 9 311
Flexible regression models and relative forecast performance 0 0 0 85 3 5 9 248
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment 0 0 0 0 1 1 6 186
Modelling seasonality: Svend Hylleberg, Ed., (Oxford University Press, New York), 476 pp., US$75.00 hard cover (ISBN 0-19-877317-X), US$35.00 paperback (ISBN 0-19-8773188) 0 1 1 66 4 5 6 202
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment 0 0 0 0 0 0 2 206
Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory,: Edited by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim, and A.W. Wurtz, Cambridge University Press, 2000. ISBN: 0-521- 59424-3, pp. 227, [UK pound]42.50, US$70 (hardback) 0 0 0 46 1 1 7 142
Produktivitetskrisen i den økonomiske videnskab på Aarhus Universitet fra 1946 til 1980 0 0 0 2 1 1 6 16
Seasonal integration and cointegration 2 7 25 1,705 14 24 62 3,613
Seasonal integration and the evolving seasonals model 0 0 1 59 1 1 10 189
Seasonality in Macroeconomic Time Series 0 0 0 0 3 5 9 581
Seasonality in dynamic regression models: A comparative study of finite sample properties of various regression estimators including band spectrum regression 0 0 0 16 3 4 4 95
Sources of Persistence in Employment Adjustment--Denmark 1974-93 0 0 0 0 2 2 4 98
Spurious deterministic seasonality 0 0 0 30 1 1 5 120
Tests for seasonal unit roots general to specific or specific to general? 0 0 0 122 0 2 4 350
The Japanese consumption function 0 0 0 182 1 4 11 529
WAGE ADJUSTMENT AND EMPLOYMENT PERSISTENCY 0 0 0 6 1 1 7 43
Total Journal Articles 2 8 30 2,828 49 80 219 8,608

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Seasonality in Regression 0 0 3 24 0 1 8 70
Total Books 0 0 3 24 0 1 8 70

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06