Título:

Performance of Seasonal Unit Root Tests for Monthly Data

Autores:

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

Revista:

Journal Of Applied Statistics

Ano:

1999

Volume:

26

Páginas:

985-1004

Códigos JEL:

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