UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824)
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scientific article; zbMATH DE number 922070
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UNIT ROOTS IN PERIODIC AUTOREGRESSIONS |
scientific article; zbMATH DE number 922070 |
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UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (English)
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1 September 1996
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periodic integration
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seasonality
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periodic autoregressive models
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univariate quarterly time series
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parametrization
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likelihood ratio tests
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asymptotic null distributions
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unit root inference
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