Testing monthly seasonal unit roots with monthly and quarterly information

Journal of Time Series Analysis

Volumn 27, Issue 2, 2006, Pages 191-209

  Pons, Gabriel ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Seasonal unit root tests; Temporal aggregation

Indexed keywords

EID: 33645138256     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00463.x     Document Type: Article

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