Deterministic seasonality in Dickey-Fuller tests : should we care?
Year of publication: |
2006
|
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Authors: | Lopes, Artur C. B. da Silva |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 31.2006, 1, p. 165-182
|
Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Schätzung | Estimation | Portugal | Saisonkomponente | Seasonal component | Random Walk | Random walk |
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