Additional information is available for the following registered author(s):

• Pierre Perron
• Eric Ghysels

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Paper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 9037.

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Length: 46 pages
Date of creation: 1990
Date of revision:
Handle: RePEc:mtl:montec:9037

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Related research

Keywords: economic models ; estimator;

Other versions of this item:

• Paper
  • Ghysels, E. & Perron, P., 1990. "The Effect of Seasonal Adjustment Filters on Test for Unit Root," Cahiers de recherche 9037, Universite de Montreal, Departement de sciences economiques.

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This page was last updated on 2009-11-25.