Variance ratio tests of the seasonal unit root hypothesis (Q261881): Difference between revisions
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Revision as of 22:34, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance ratio tests of the seasonal unit root hypothesis |
scientific article |
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Variance ratio tests of the seasonal unit root hypothesis (English)
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24 March 2016
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seasonal unit root tests
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variance ratio statistics
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periodic heteroscedasticity
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weak dependence
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