Browsing Working papers by Author "Popp, Stephan"
Now showing items 1-1 of 1
-
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production
Westerlund, Joakim; Costantini, Mauro; Narayan, Paresh; Popp, Stephan (2009-09-11)Some unit root testing situations are more difficult than others. In the case of quarterly industrial production there is not only the seasonal variation that needs to be considered but also the occasionally breaking ...