Deterministic seasonality in Dickey–Fuller tests: should we care?
Year of publication: |
2006
|
---|---|
Authors: | Lopes, Artur Silva |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 31.2006, 1, p. 165-182
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Unit root | Dickey–Fuller tests | Similar tests | Seasonality | Monte Carlo |
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