Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
type: Item
instance of: scholarly article
title: Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
zbMATH Open document ID: 1417.62242
author: Tomás del Barrio Castro
author: Andrii Bodnar
author: Andreu Sanso
published in: Computational Statistics
publication date: 2018-02-07T00:00:00Z
full work available at URL: w73.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 6835516
zbMATH Keywords: HEGY test
zbMATH Keywords: GLS detrending
zbMATH Keywords: response surfaces
zbMATH Keywords: \(p\) values
MaRDI profile type: Publication
OpenAlex ID: W2266930188
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cites work: REGRESSION-BASED SEASONAL UNIT ROOT TESTS
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DOI: 10.1007/S00180-016-0688-9
description: scientific article; zbMATH DE number 6835516