Rodrigues, Paulo M. M.; Taylor, A. M. Robert - Centro de Estudios Andaluces, Government of Andalusia - 2003
In this paper we investigate the impact which starting values have upon the double differencing tests of Hasza and Fuller (1979, An. Stats.) and Sen and Dickey (1987, Jn.Bus.Ec.Stats.). We demonstrate that when bases on data which has been de-meaned, these tests are not exact similar to the...
