Measurement errors and outliers in seasonal unit root testing (Q262804)
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scientific article; zbMATH DE number 6561244
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| English | Measurement errors and outliers in seasonal unit root testing |
scientific article; zbMATH DE number 6561244 |
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Measurement errors and outliers in seasonal unit root testing (English)
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30 March 2016
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seasonal unit roots
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HEGY tests
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additive outliers
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measurement errors
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Brownian motion
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0.8894912
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0.88867193
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0.8853036
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0.8823339
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0.88132304
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