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Seasonal Stability Tests in gretl. An Application to International Tourism Data

dc.contributor.authorDíaz-Emparanza Herrero, Ignacio ORCID
dc.contributor.authorMoral Zuazo, María Paz ORCID
dc.date.accessioned2013-09-18T18:59:20Z
dc.date.available2013-09-18T18:59:20Z
dc.date.issued2013-09
dc.identifier.issn1134-8984
dc.identifier.issn2340-4698
dc.identifier.urihttp://hdl.handle.net/10810/10577
dc.description.abstractThe seasonal stability tests of Canova & Hansen (1995) (CH) provide a method complementary to that of Hylleberg et al. (1990) for testing for seasonal unit roots. But the distribution of the CH tests are unknown in small samples. We present a method to numerically compute critical values and P-values for the CH tests for any sample size and any seasonal periodicity. In fact this method is applicable to the types of seasonality which are commonly in use, but also to any other.es
dc.description.sponsorshipResearch project ECO2010-15332 from Ministerio de Ciencia e Innovación, and from UPV/EHU Econometrics Research Group, Basque Government grant IT-642-13. Research project SAIOTEK-2012 S-PE12UN088 and grant IT869-13 from Basque Government.es
dc.language.isoenges
dc.relationinfo:eu-repo/grantAgreement/MICINN/ECO2010-15332
dc.relation.ispartofseriesBILTOKI;2013.03
dc.relation.hasversionNueva versión publicada en Marzo de 2014 en Statistics & Probability Letters 86 (2014) : 44-49. http://dx.doi.org/10.1016/j.spl.2013.12.002es
dc.rightsinfo:eu-repo/semantics/openAccesses
dc.subjectseasonalityes
dc.subjectunit rootses
dc.subjectsurface response analysises
dc.subjectCanova-Hansenes
dc.titleSeasonal Stability Tests in gretl. An Application to International Tourism Dataes
dc.typeinfo:eu-repo/semantics/preprintes
dc.subject.jelC22es
dc.subject.jelC63es
dc.subject.jelC87es
dc.identifier.repecRePEc:ehu:biltok:10577es
dc.departamentoesEconomía aplicada III (Econometría y Estadística)es_ES
dc.departamentoeuEkonomia aplikatua III (ekonometria eta estatistika)es_ES
dc.subject.categoriaMATHEMATICAL AND QUANTITATIVE METHODS


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