The Effect of Seasonal Adjustment Filters on Test for Unit Root

Eric Ghysels () and Pierre Perron ()

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: Economic Models; Estimator (search for similar items in EconPapers)
Date: Written 1990
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Related works:
Working Paper: THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT (1990)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9037

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