Seasonal unit root tests with seasonal mean shifts
Year of publication: |
2002
|
---|---|
Authors: | Harvey, David I. ; Leybourne, Stephen James ; Newbold, Paul |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 76.2002, 2, p. 295-302
|
Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory | Saisonkomponente | Seasonal component |
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