Limiting Distributions of Unconditional Maximum Likelihood Unit Root Test Statistics in Seasonal Time-Series Models
Year of publication: |
2004
|
---|---|
Authors: | Dickey, David A. ; Lee, Taiyeong |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Saisonale Schwankungen | Seasonal variations | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
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