The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074)
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scientific article; zbMATH DE number 110398
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of seasonal adjustment filters on tests for a unit root (with discussion) |
scientific article; zbMATH DE number 110398 |
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The effect of seasonal adjustment filters on tests for a unit root (with discussion) (English)
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4 February 1993
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seasonal adjustment filters
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univariate dynamic models
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least-squares estimator
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autoregressive coefficients
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limiting upward bias
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X-11 filter
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asymptotic bias
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power of tests
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simulation study
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tests for unit roots
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