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Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?

AuthID
P-004-MXJ

Author(s)

Lopes, ACBD

Document Type

Article

Year published

2006

Published

in EMPIRICAL ECONOMICS, ISSN: 0377-7332

Volume: 31, Issue: 1, Pages: 165-182 (18)

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Publication Identifiers

DOI: 10.1007/s00181-005-0029-2

Scopus: 2-s2.0-33645467893

Wos: WOS:000236642500010

Source Identifiers

ISSN: 0377-7332

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Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?

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Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?

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