Testing for seasonal unit roots in monthly panels of time series
Year of publication: |
2009-02-19
|
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Authors: | Kunst, R.M. ; Franses, Ph.H.B.F. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | seasonality | nonparametric test | unit roots | panel | tourism |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2009-05 |
Source: |
-
Testing for seasonal unit roots in monthly panels of time series
Franses, Philip Hans, (2009)
-
A nonparametric test for seasonal unit roots
Kunst, Robert M., (2009)
-
A Nonparametric Test for Seasonal Unit Roots
Kunst, Robert M., (2009)
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-
On the role of seasonal intercepts in seasonal cointegration
Franses, Ph.H.B.F., (1998)
-
Testing for converging deterministic seasonal variation in European industrial production
Franses, Ph.H.B.F., (1999)
-
Testing common deterministic seasonality, with an application to industrial production
Franses, Ph.H.B.F., (1999)
- More ...