Bootstrapping the HEGY seasonal unit root tests (Q899519)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrapping the HEGY seasonal unit root tests |
scientific article; zbMATH DE number 6524532
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping the HEGY seasonal unit root tests |
scientific article; zbMATH DE number 6524532 |
Statements
Bootstrapping the HEGY seasonal unit root tests (English)
0 references
29 December 2015
0 references
seasonal unit roots
0 references
bootstrap tests
0 references
higher-order serial correlation
0 references
periodic heteroscedasticity
0 references
data-based lag selection
0 references
0 references
0.94028413
0 references
0.9090831
0 references
0.90667677
0 references
0 references
0 references
0.9032675
0 references
0.9009508
0 references
0 references
