On the convergence of metals price - a series of Fourier DF unit root tests
Year of publication: |
2023
|
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Authors: | Cai, Yifei ; Chang, Tsangyao |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 17, p. 2450-2454
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Subject: | Fourier Dicky-Fuller unit root test | frequency | Metal prices | stationary | trig functions | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory | Metallmarkt | Metal market | Einheitswurzeltest | Unit root test |
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