The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (Q5864351)
From MaRDI portal
scientific article; zbMATH DE number 7537812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests |
scientific article; zbMATH DE number 7537812 |
Statements
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (English)
0 references
7 June 2022
0 references
data-based lag selection
0 references
HEGY tests
0 references
OLS and GLS detrending
0 references
seasonal unit root
0 references
0 references
0 references
0 references
