THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT.
| Year of publication: |
1990
|
|---|---|
| Authors: | GHYSELS, E. ; PERRON, P. |
| Institutions: | Econometrics Research Program, Department of Economics |
| Subject: | economic models | time series | econometrics | regression analysis |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 48 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005776008