Some tests for unit roots in seasonal time series with deterministic trends (Q1209458)
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scientific article; zbMATH DE number 167960
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| English | Some tests for unit roots in seasonal time series with deterministic trends |
scientific article; zbMATH DE number 167960 |
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Some tests for unit roots in seasonal time series with deterministic trends (English)
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16 May 1993
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empirical percentiles
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Lagrange multiplier principle
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testing seasonal unit roots
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time series
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deterministic trends
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functionals of stochastic integrals of standard Brownian bridges
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seasonal periods
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0.9322057962417604
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0.9322057962417604
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0.8932069540023804
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0.8855636119842529
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0.8837026357650757
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