The robustness of tests for seasonal differencing to structural breaks

Economics Letters

Volumn 71, Issue 2, 2001, Pages 173-179

  Da Silva Lopes, Artur C B ^a  

^a ISEG LISBON SCHOOL OF ECONOMICS AND MANAGEMENT   (Portugal)

Author keywords

C22; C52; Monte Carlo; Seasonal integration; Structural breaks; Tests

Indexed keywords

EID: 0035645040     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00383-4     Document Type: Article

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