Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (Q1695431)

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scientific article; zbMATH DE number 6835516
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English
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
scientific article; zbMATH DE number 6835516

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    Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (English)
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    7 February 2018
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    HEGY test
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    GLS detrending
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    response surfaces
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    \(p\) values
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