Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.
| Year of publication: |
1991
|
|---|---|
| Authors: | Ghysels, E. ; Lee, H.S. ; Noh, J. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | econometrics | economic models | tests |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 40 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005729622