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ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH - MaRDI portal

ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973)

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scientific article; zbMATH DE number 2028678
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ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
scientific article; zbMATH DE number 2028678

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    ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (English)
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    2002
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    Seasonal unit roots, Asymptotic distributions, Unit root tests, Brownian motions
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