Unit root tests for seasonal models with deterministic trends (Q1907886)
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scientific article; zbMATH DE number 844716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests for seasonal models with deterministic trends |
scientific article; zbMATH DE number 844716 |
Statements
Unit root tests for seasonal models with deterministic trends (English)
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6 June 1996
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Dickey-Fuller type test statistics
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empirical percentiles
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Brownian motions
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nearly nonstationary
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seasonable unit roots
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deterministic seasonal trends
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asymptotic power
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local alternatives
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Monte Carlo simulation
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Lagrange multiplier test
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