On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502)
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scientific article; zbMATH DE number 1654542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity |
scientific article; zbMATH DE number 1654542 |
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On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (English)
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5 February 2002
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AR processes
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seasonal unit root tests
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periodic heteroscedasicity
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Brownian motion
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