On Periodic Structures and Testing for Seasonal Unit Roots

Eric Ghysels (eghysels@unc.edu), Alastair Hall and Hahn Lee (hahnlee@sogang.ac.kr)

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

Keywords: UNIT ROOTS; TESTS (search for similar items in EconPapers)
Pages: 41 pages
Date: 1995
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Citations: View citations in EconPapers (5)

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Related works:
Working Paper: On Periodic Structures and Testing for Seasonal Unit Roots (1995)
Working Paper: On Periodic Structures and Testing for Seasonal Unit Roots (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:9518

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