Efficient tests of the seasonal unit root hypothesis (Q289171)

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scientific article; zbMATH DE number 6586824
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Efficient tests of the seasonal unit root hypothesis
scientific article; zbMATH DE number 6586824

    Statements

    Efficient tests of the seasonal unit root hypothesis (English)
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    27 May 2016
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    point-optimal invariant (seasonal) unit root tests
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    asymptotic local power bounds
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    near-seasonal integration
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