Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Eric Ghysels ; Hahn S. Lee ; Jaesum Noh
| Year of publication: |
1994
|
|---|---|
| Authors: | Ghysels, Eric |
| Other Persons: | Lee, Hahn-shik (contributor) ; Noh, Jaesun (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 62.1994, 2, p. 415-442
|
| Subject: | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Theorie | Theory | Saisonale Schwankungen | Seasonal variations |
| Extent: | Graph. Darst |
|---|---|
| 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/10001162289