Testing for seasonal unit roots in monthly panels of time series
Year of publication: |
2009-02-19
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Authors: | Franses, Philip Hans ; Kunst, Kunst, R.M. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | nonparametric test | panel | seasonality | tourism | unit roots |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2009-05 |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C23 - Models with Panel Data |
Source: |
-
A nonparametric test for seasonal unit roots
Kunst, Robert M., (2009)
-
A Nonparametric Test for Seasonal Unit Roots
Kunst, Robert M., (2009)
-
Testing for seasonal unit roots in monthly panels of time series
Kunst, R.M., (2009)
- More ...
-
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans, (1998)
-
Testing common deterministic seasonality
Franses, Philip Hans, (1999)
-
Testing for converging deterministic seasonal variation in European industrial production
Franses, Philip Hans, (1999)
- More ...