A Note on Seasonal Unit Root Tests
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Volume (Year): 36 (2002)
Issue (Month): 3 (August)
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- Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum, 1994. "Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation," Journal of Econometrics, Elsevier, vol. 62(2), pages 415-442, June.
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- Engle, R. F. & Granger, C. W. J. & Hallman, J. J., 1989. "Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting," Journal of Econometrics, Elsevier, vol. 40(1), pages 45-62, January.
- Andrade, I C, et al, 1999. "Tests for Stochastic Seasonality Applied to Daily Financial Time Series," Manchester School, University of Manchester, vol. 67(1), pages 39-59, January. Full references (including those not matched with items on IDEAS)
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