The Effect of Seasonal Adjustment Filters on Test for Unit Root

Eric Ghysels () and Pierre Perron

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

Keywords: Economic Models; Estimator (search for similar items in EconPapers)
Pages: 46P. pages
Date: 1990
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Citations: View citations in EconPapers (8)

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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 TESTS FOR A 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:mtl:montde:9037

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