Efficient Tests of the Seasonal Unit Root Hypothesis

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Efficient Tests of the Seasonal Unit Root Hypothesis

RODRIGUES, Paulo M. M.; TAYLOR, A. M. Robert
Title: Efficient Tests of the Seasonal Unit Root Hypothesis
Author: RODRIGUES, Paulo M. M.; TAYLOR, A. M. Robert
Date: 2004
Publisher: European University Institute
Series/Report no.: EUI ECO; 2004/29
URI: http://hdl.handle.net/1814/2809

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  • ECO Working Papers
    Working Papers of the Economics Department of the EUI. ISSN 1725-6704