Asymptotic distributions of seasonal unit root tests : a unifying approach
Year of publication: |
2002
|
---|---|
Authors: | Osborn, Denise R. ; Rodrigues, Paulo M. M. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 2, p. 221-241
|
Subject: | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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