Title of article

Testing fractional integration with monthly data

Author/Authors

Luis A. Gil-Alana، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1999

Pages

17

From page

613

To page

629

Keywords

Monte Carlo simulations , seasonal unit roots , Fractional integration

Journal title

Economic Modelling

Serial Year

1999

Journal title

Economic Modelling

Record number

227449