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

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Property / cites work: Some tests for unit roots in seasonal time series with deterministic trends / rank
 
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Property / cites work: Q4884570 / rank
 
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Revision as of 16:19, 4 June 2024

scientific article; zbMATH DE number 1791817
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English
On LM type tests for seasonal unit roots in quarterly data
scientific article; zbMATH DE number 1791817

    Statements

    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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    Identifiers