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THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT

Eric Ghysels () and Pierre Perron ()

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: economic models; estimator (search for similar items in EconPapers)
Date: 1990
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Related works:
Journal Article: The effect of seasonal adjustment filters on tests for a unit root (1993) Downloads
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:montec:9037

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