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Testing for Unit Roots in Sesonal Time Series; Some Theoretical and Monte Carlo Investigation

Eric Ghysels (), H.S. Lee and J. Noh

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

Keywords: ECONOMETRICS; ECONOMIC MODELS; TESTS (search for similar items in EconPapers)
Date: Written 1991

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Working Paper: Testing for Unit Roots in Sesonal Time Series; Some Theoretical and Monte Carlo Investigation (1991)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9131

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