On LM type tests for seasonal unit roots in quarterly data (Q4551779)
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scientific article; zbMATH DE number 1791817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On LM type tests for seasonal unit roots in quarterly data |
scientific article; zbMATH DE number 1791817 |
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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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