The order of integration for quaterly macroeconomic time series : a simple testing strategy
Year of publication: |
2003
|
---|---|
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. 28.2003, 4, p. 783-794
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Statistische Methode | Statistical method | Theorie | Theory | Saisonkomponente | Seasonal component |
-
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric, (1990)
-
Deterministic seasonality in Dickey-Fuller tests : should we care?
Lopes, Artur C. B. da Silva, (2006)
-
A nonparametric test for seasonal unit roots
Kunst, Robert M., (2009)
- More ...
-
Deterministic seasonality in Dickey-Fuller tests : should we care?
Lopes, Artur C. B. da Silva, (2006)
-
Time-varying fiscal policy in the US
Pereira, Manuel Coutinho, (2014)
-
Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests : a simulation study
Lopes, Artur C. B. da Silva, (2008)
- More ...