Testing for unit roots in time series with nearly deterministic seasonal variation (Q4373277)
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scientific article; zbMATH DE number 1107360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots in time series with nearly deterministic seasonal variation |
scientific article; zbMATH DE number 1107360 |
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Testing for unit roots in time series with nearly deterministic seasonal variation (English)
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23 June 1999
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generalized least squares
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prewhitening
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seasonality
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unit roots
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moving average
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Monte Carlo experiments
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