The effects of seasonal adjustment linear filters on cointegrating equations
Subtitle: a Monte Carlo investigation
By: Jesus Otero and Jeremy Smith.
Contributors: Smith, Jeremy.
Series: Economic research paper series / Warwick University, Department of Economics -- no.456; Economic research paper (Warwick University, Department of Economics) -- no.456.
Publisher: Warwick University, Department of Economics
Published: 1996
Place of publication: Coventry
Language: eng