The effect of seasonal adjustment filters on tests for a unit root

Eric Ghysels () and Pierre Perron

Journal of Econometrics, 1993, vol. 55, issue 1-2, 57-98

Date: 1993
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Related works:
Working Paper: THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT (1990)
Working Paper: The Effect of Seasonal Adjustment Filters on Test for Unit Root (1990)
Working Paper: THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT (1990)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:55:y:1993:i:1-2:p:57-98

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