On LM type tests for seasonal unit roots in quarterly data (Q4551779): Difference between revisions

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Latest revision as of 10:43, 30 July 2024

scientific article; zbMATH DE number 1791817
Language Label Description Also known as
English
On LM type tests for seasonal unit roots in quarterly data
scientific article; zbMATH DE number 1791817

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    On LM type tests for seasonal unit roots in quarterly data (English)
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    5 May 2003
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    Lagrange multipliers
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    Monte Carlo
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    seasonal unit roots
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    LM tests
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    Ornstein-Uhlenbeck process
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