On the properties of regression-based tests for seasonal unit roots in the presence of higher-order serial correlation
Year of publication: |
2001
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Authors: | Burridge, Peter ; Taylor, Robert |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 19.2001, 3, p. 374-379
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Subject: | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Theorie | Theory | Korrelation | Correlation |
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