Some tests for unit roots in seasonal time series with deterministic trends (Q1209458)
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English | Some tests for unit roots in seasonal time series with deterministic trends |
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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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