Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (Q1695431)
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English | Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending |
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Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (English)
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7 February 2018
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HEGY test
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GLS detrending
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response surfaces
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\(p\) values
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