Testing for Unit Roots in Seasonal Time Series (Q5185869)

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scientific article; zbMATH DE number 3892420
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English
Testing for Unit Roots in Seasonal Time Series
scientific article; zbMATH DE number 3892420

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    1984
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    seasonal autoregressive models
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    Monte Carlo integration
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    nonstationary
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    regression-type estimators
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    testing for seasonal unit roots
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    time series
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    least squares estimator
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    studentized regression statistic
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    Tables of percentiles
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    higher order models
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    Testing for Unit Roots in Seasonal Time Series (English)
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