Testing the Order of Differencing in Quarterly Data: An Illustration of the Testing Sequence
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Bibliographic InfoArticle provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.
Volume (Year): 52 (1990)
Issue (Month): 1 (February)
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- Antonio Aguirre & Andreu Sansó, 2002.
"Using different null hypotheses to test for seasonal unit roots in economic time series,"
Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1-2), pages 3-26, January-D.
- Antônio Aguirre & Andreu Sansó, 1999. "Using different null hypotheses to test for seasonal unit roots in economic time series," Textos para DiscussÃ£o Cedeplar-UFMG td124, Cedeplar, Universidade Federal de Minas Gerais.
- Hernán Rincón, . "Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia," Borradores de Economia 120, Banco de la Republica de Colombia.
- Paulo Rodrigues & Denise Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor and Francis Journals, vol. 26(8), pages 985-1004.
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