Finite Sample Effects of Pure Seasonal Mean Shifts on Dickey-Fuller Tests: A Simulation Study

AuthID
 P-004-42M
1
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Document Type
Article
Year published
2008
Published
in MANCHESTER SCHOOL, ISSN: 1463-6786
Volume: 76, Issue: 5, Pages: 528-538 (11)
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Publication Identifiers
Scopus: 2-s2.0-49649106938
Wos: WOS:000258472000003
Source Identifiers
ISSN: 1463-6786
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