On Periodic Structures and Testing for Seasonal Unit Roots

Journal of the American Statistical Association

Volumn 91, Issue 436, 1996, Pages 1551-1559

  Ghysels, Eric ^a,b   Hall, Alastair ^c   Lee, Hahn Shik ^d  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b CIRANO   (Canada)

^c NORTH CAROLINA STATE UNIVERSITY   (United States)

^d Sogang University   (South Korea)

Author keywords

Dickey Fuller tests; Periodic autoregressive models; Seasonality

Indexed keywords

EID: 0030335164     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1996.10476722     Document Type: Article

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