Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416)
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scientific article; zbMATH DE number 1326105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Additional critical values and asymptotic representations for seasonal unit root tests |
scientific article; zbMATH DE number 1326105 |
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Additional critical values and asymptotic representations for seasonal unit root tests (English)
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23 November 1999
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Auxiliary test regression
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Brownian motion
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Differential seasonal drift
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Similar tests
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UK non-durable consumption
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