Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Year of publication: |
2001
|
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Authors: | Smith, Richard J. ; Taylor, Robert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 105.2001, 2, p. 309-336
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory | Saisonkomponente | Seasonal component |
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