Sample size, lag order and critical values of seasonal unit root tests (Q959358)
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scientific article; zbMATH DE number 5381703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample size, lag order and critical values of seasonal unit root tests |
scientific article; zbMATH DE number 5381703 |
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Sample size, lag order and critical values of seasonal unit root tests (English)
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11 December 2008
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response surface
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Monte Carlo
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HEGY tests
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asymptotic quantiles
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approximate \(p\)-values
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