Deterministic seasonality in Dickey–Fuller tests: should we care?

Artur Silva Lopes ()

Empirical Economics, 2006, vol. 31, issue 1, 165-182

Keywords: Unit root; Dickey–Fuller tests; Similar tests; Seasonality; Monte Carlo; C22; C52 (search for similar items in EconPapers)
Date: 2006
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Working Paper: Deterministic Seasonality In Dickey-Fuller Tests: Should We Care? (2004)
Working Paper: Deterministic Seasonality in Dickey-Fuller Tests: Should We Care? (2004)
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DOI: 10.1007/s00181-005-0029-2

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