Testing for seasonal unit roots by frequency domain regression (Q2511784)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for seasonal unit roots by frequency domain regression |
scientific article |
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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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