Seasonal unit root tests and the role of initial conditions
Year of publication: |
2008
|
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Authors: | Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 3, p. 409-442
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Saisonale Schwankungen | Seasonal variations |
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