Tests for seasonal unit roots. General to specific or specific to general? (Q1899239)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tests for seasonal unit roots. General to specific or specific to general? |
scientific article; zbMATH DE number 803349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for seasonal unit roots. General to specific or specific to general? |
scientific article; zbMATH DE number 803349 |
Statements
Tests for seasonal unit roots. General to specific or specific to general? (English)
0 references
8 April 1996
0 references
deterministic and stochastic seasonality
0 references
seasonal integration
0 references
small sample properties
0 references
tests for seasonal unit roots
0 references
quarterly time series
0 references
HEGY test
0 references
Monte Carlo experiments
0 references
