THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT.
Year of publication: |
1990
|
---|---|
Authors: | GHYSELS, E. ; PERRON, P. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | economic models | estimator |
-
TREASURY BI;; YIELD CURVES AND COINTEGRATION.
ANDERSON, H.M., (1990)
-
ESTIMATION AND DISCRIMINATION OF ALTERNATIVE AIR POLLUTION MODELS.
BAI, J., (1990)
-
ESTIMATING HETEROGENEITY OF FECONDITY AMONG CHINESE COUPLES.
ZHANG, J., (1990)
- More ...
-
The Effect of Linear Filters on Dynamic Time series with Structural Change.
Perron, P., (1994)
-
THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT.
GHYSELS, E., (1990)
-
The Effect of Linear Filters on Dynamic Time series with Structural Change.
Perron, P., (1994)
- More ...