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Effect of neglected deterministic seasonality on unit root tests - MaRDI portal

Effect of neglected deterministic seasonality on unit root tests (Q2457770)

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English
Effect of neglected deterministic seasonality on unit root tests
scientific article

    Statements

    title
    Effect of neglected deterministic seasonality on unit root tests (English)
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    author
    Matei Demetrescu
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    Uwe Hassler
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    publication date
    23 October 2007
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    zbMATH Keywords
    Kwiatkowski-Phillips-Schmidt-Shin
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M07
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    62F05
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    65C05
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    zbMATH DE Number
    5204083
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    OpenAlex ID
    W1976237737
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