On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197)
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scientific article; zbMATH DE number 7484670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the performance of the variance ratio unit root tests with flexible Fourier form |
scientific article; zbMATH DE number 7484670 |
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On the performance of the variance ratio unit root tests with flexible Fourier form (English)
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4 March 2022
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unit root test
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flexible Fourier form
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variance ratio
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GLS detrending
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