The seasonal KPSS test when neglecting seasonal dummies : a Monte Carlo analysis
Year of publication: |
April 5, 2013
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Authors: | El Montasser, Ghassen ; Boufateh, Talel ; Issaoui, Fakhri |
Publisher: |
Brussels, Belgium : EERI, Economics and Econometrics Research Institute |
Subject: | Deterministic seasonality | Seasonal KPSS Test | Monte Carlo Simulations | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Saisonkomponente | Seasonal component |
Extent: | 1 Online-Ressource (circa 12 Seiten) |
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Series: | EERI research paper series. - Brussels : EERI, ISSN 2031-4892, ZDB-ID 2861229-2. - Vol. no 2013/7 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/142658 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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