Title:

Performance of Seasonal Unit Root Tests for Monthly Data

Authors:

Paulo M. M. Rodrigues (U Algarve)
Denise Osborne (U Manchester)

Journal:

Journal Of Applied Statistics

Year:

1999

Volume:

26

Pages:

985-1004

JEL codes:

L16 - Industrial Organization and Macroeconomics; Macroeconomic Industrial Structure; Industrial Price Indices
C22 - Time-Series Models