On Phillips-Perron-type tests for seasonal unit roots
Year of publication: |
1998
|
---|---|
Authors: | Breitung, Jörg |
Other Persons: | Franses, Philip Hans (contributor) |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 14.1998, 2, p. 200-221
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Saisonale Schwankungen | Seasonal variations |
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