Testing for unit roots in time series with nearly deterministic seasonal variation
Year of publication: |
1997
|
---|---|
Authors: | Psaradakis, Zacharias |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 16.1997, 4, p. 421-439
|
Publisher: |
Taylor & Francis Journals |
Subject: | and Phrases | Generalized Least Squares | Monte Carlo Experiments | Moving Average | Prewhitening | Seasonality | Unit Roots |
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