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Unit roots tests and SARIMA models

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  • Barthelemy, Fabrice
  • Lubrano, Michel

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  • Barthelemy, Fabrice & Lubrano, Michel, 1996. "Unit roots tests and SARIMA models," Economics Letters, Elsevier, vol. 50(2), pages 147-154, February.
  • Handle: RePEc:eee:ecolet:v:50:y:1996:i:2:p:147-154
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    References listed on IDEAS

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    1. Osborn, Denise R, et al, 1988. "Seasonality and the Order of Integration for Consumption," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(4), pages 361-377, November.
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    Cited by:

    1. Fabrice Barthélémy, 1997. "Tests de racines unitaires multiples et saisonnalité," Revue Économique, Programme National Persée, vol. 48(3), pages 673-683.

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