Artigo

Título:
Finite Sample Effects of Pure Seasonal Mean Shifts on Dickey-Fuller Tests: A Simulation Study
Autor:
Artur Silva Lopes (UTL, CEMAPRE - UTL/ISEG)
Revista:
Manchester School
Ano:
2008
Volume:
76
Páginas:
528-538
Códigos JEL:
C51 - Model Construction and Estimation
E32 - Business Fluctuations; Cycles
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