Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.
Year of publication: |
1991
|
---|---|
Authors: | Ghysels, E. ; Lee, H.S. ; Noh, J. |
Institutions: | Département de Sciences Économiques, Université de Montréal |
Subject: | ECONOMETRICS | ECONOMIC MODELS | TESTS |
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