Unit roots tests and SARIMA models
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References listed on IDEAS
- Osborn, Denise R, et al, 1988. "Seasonality and the Order of Integration for Consumption," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(4), pages 361-377, November.
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- Fabrice Barthélémy, 1997.
"Tests de racines unitaires multiples et saisonnalité,"
Programme National Persée, vol. 48(3), pages 673-683.
- F. Barthélémy, 1997. "Tests de racines unitaires multiples et saisonnalité," THEMA Working Papers 97-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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