A sequential approach to testing seasonal unit roots in high frequency data (Q3592011): Difference between revisions
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| Property / cites work: Seasonal unit roots in aggregate U.S. data (with discussion) / rank | |||
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| Property / cites work: Limiting distributions of least squares estimates of unstable autoregressive processes / rank | |||
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| Property / cites work: Seasonal integration and cointegration / rank | |||
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| Property / cites work: Performance of seasonal unit root tests for monthly data / rank | |||
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| Property / cites work: Additional critical values and asymptotic representations for seasonal unit root tests / rank | |||
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| Property / cites work: Testing for Unit Roots in Monthly Time Series / rank | |||
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Latest revision as of 14:20, 26 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sequential approach to testing seasonal unit roots in high frequency data |
scientific article |
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A sequential approach to testing seasonal unit roots in high frequency data (English)
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11 September 2007
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seasonal unit roots
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temporal aggregation
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