THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT

Eric Ghysels () and Pierre Perron

Working Papers from Princeton, Department of Economics - Econometric Research Program

Keywords: economic models; time series; econometrics; regression analysis (search for similar items in EconPapers)
Pages: 48 pages
Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (6)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: The effect of seasonal adjustment filters on tests for a unit root (1993)
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:prinem:355

Access Statistics for this paper

More papers in Working Papers from Princeton, Department of Economics - Econometric Research Program Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().