Efficient tests of the seasonal unit root hypothesis (Q289171)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Efficient tests of the seasonal unit root hypothesis |
scientific article |
Statements
Efficient tests of the seasonal unit root hypothesis (English)
0 references
27 May 2016
0 references
point-optimal invariant (seasonal) unit root tests
0 references
asymptotic local power bounds
0 references
near-seasonal integration
0 references
0 references
0 references