Regression-based seasonal unit root tests
Richard J. Smith; A. M. Robert Taylor; Tomas del Barrio Castro
| Year of publication: |
2009
|
|---|---|
| Authors: | Smith, Richard J. ; Taylor, Robert ; Barrio Castro, Tomas del |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 2, p. 527-560
|
| Subject: | Einheitswurzeltest | Unit root test | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003818361