Título:

Finite Sample Effects of Pure Seasonal Mean Shifts on Dickey-Fuller Tests: A Simulation Study

Autor:

Artur Silva Lopes (UTL, CEMAPRE - ISEG, UTL)

Revista:

Manchester School

Ano:

2008

Volume:

76

Páginas:

528-538

Códigos JEL:

C51 - Model Construction and Estimation
E32 - Business Fluctuations; Cycles