Bootstrapping the HEGY seasonal unit root tests (Q899519): Difference between revisions
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Revision as of 20:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping the HEGY seasonal unit root tests |
scientific article |
Statements
Bootstrapping the HEGY seasonal unit root tests (English)
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29 December 2015
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seasonal unit roots
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bootstrap tests
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higher-order serial correlation
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periodic heteroscedasticity
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data-based lag selection
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