The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root
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Bibliographic InfoPaper provided by Princeton, Department of Economics - Econometric Research Program in its series Papers with number 355.
Length: 48 pages
Date of creation: 1990
Date of revision:
economic models ; time series ; econometrics ; regression analysis;
Other versions of this item:
- Ghysels, Eric & Perron, Pierre, 1993. "The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.
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