Testing the Order of Differencing in Quarterly Data: An Illustration of the Testing Sequence
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Bibliographic Info
Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.
Volume (Year): 52 (1990)
Issue (Month): 1 (February)
Pages: 79-88
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Antônio Aguirre & Andreu Sansó, 1999.
"Using different null hypotheses to test for seasonal unit roots in economic time series,"
Textos para Discussão Cedeplar-UFMG
td124, Cedeplar, Universidade Federal de Minas Gerais.
- Antonio Aguirre & Andreu Sansó, 2002. "Using different null hypotheses to test for seasonal unit roots in economic time series," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1-2), pages 3-26, January-D.
- 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.
- 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.
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