A sequential approach to testing seasonal unit roots in high frequency data
Year of publication: |
2003-04-10
|
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Authors: | Franses, Philip Hans ; Rodrigues, Rodrigues, P.M.M. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | high frequency data | unit root testing |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2003-14 |
Source: |
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A sequential approach to testing seasonal unit roots in high frequency data
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