Variance ratio tests of the seasonal unit root hypothesis
Year of publication: |
2005
|
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Authors: | Taylor, Robert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 124.2005, 1, p. 33-54
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Subject: | Einheitswurzeltest | Unit root test | Saisonkomponente | Seasonal component |
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