Testing for seasonal unit roots by frequency domain regression (Q2511784)
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scientific article; zbMATH DE number 6325796
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| English | Testing for seasonal unit roots by frequency domain regression |
scientific article; zbMATH DE number 6325796 |
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Testing for seasonal unit roots by frequency domain regression (English)
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6 August 2014
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seasonal unit root tests
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moving average
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frequency domain regression
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spectral density estimator
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Brownian motion
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0.8889321088790894
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0.8810185194015503
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0.8736222982406616
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0.8736222982406616
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0.8715980052947998
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