Tests for seasonal unit roots. General to specific or specific to general? (Q1899239)
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scientific article; zbMATH DE number 803349
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| English | Tests for seasonal unit roots. General to specific or specific to general? |
scientific article; zbMATH DE number 803349 |
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Tests for seasonal unit roots. General to specific or specific to general? (English)
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8 April 1996
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deterministic and stochastic seasonality
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seasonal integration
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small sample properties
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tests for seasonal unit roots
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quarterly time series
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HEGY test
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Monte Carlo experiments
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0.8503514528274536
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0.8494192957878113
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0.8491794466972351
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