Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Year of publication: |
2004
|
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Authors: | Rodrigues, Paulo M. M. ; Taylor, Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 4, p. 645-670
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Subject: | Einheitswurzeltest | Unit root test | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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