THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION

Jesus Otero and Jeremy Smith

No 272847, Economic Research Papers from University of Warwick - Department of Economics

Keywords: Agricultural and Food Policy; Research Methods/ Statistical Methods (search for similar items in EconPapers)
Pages: 36
Date: 1966-03
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Related works:
Working Paper: The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:uwarer:272847

DOI: 10.22004/ag.econ.272847

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