Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Dong Wan Shin; Beong Soo So
| Year of publication: |
2000
|
|---|---|
| Authors: | Shin, Dong-wan ; So, Beong Soo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 99.2000, 1, p. 107-137
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Saisonale Schwankungen | Seasonal variations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001504432