Testing for unit roots in seasonally adjusted data

DOI10.1016/0165-1765(94)90023-XzbMath0800.90233OpenAlexW2076737313MaRDI QIDQ1331842

Nilss Olekalns

Publication date: 29 August 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90023-x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Unnamed Item
• The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
• Moving average filters and unit roots
• The effect of seasonal adjustment filters on tests for a unit root (with discussion)
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root

This page was built for publication: Testing for unit roots in seasonally adjusted data