Non-parametric testing for seasonally and periodically integrated processes (Q2931591)
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scientific article; zbMATH DE number 6374175
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| default for all languages | No label defined |
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| English | Non-parametric testing for seasonally and periodically integrated processes |
scientific article; zbMATH DE number 6374175 |
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Non-parametric testing for seasonally and periodically integrated processes (English)
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26 November 2014
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seasonality
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periodic integration
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seasonal integration
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variance ratio tests
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nonparametric cointegration tests
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industrial production
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0.9057600498199464
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0.8302695751190186
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0.8302695751190186
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0.8280487060546875
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0.8239239454269409
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