The effects of working with seasonally adjusted data when testing for unit root.

DOI10.1016/S0165-1765(01)00626-7zbMath1072.93515MaRDI QIDQ5958457

Ernest Pons Fanals, Jordi Suriñach Caralt, Tomás del Barrio Castro

Publication date: 3 March 2002

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

Mathematics Subject Classification ID

Application models in control theory (93C95)

Cites Work

• Seasonal Adjustment by Signal Extraction
• The effect of seasonal adjustment filters on tests for a unit root (with discussion)
• A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• Seasonal Adjustment and Relations Between Variables
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag