Seasonal unit root tests and the role of initial conditions (Q3548517)
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scientific article; zbMATH DE number 5382490
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Seasonal unit root tests and the role of initial conditions |
scientific article; zbMATH DE number 5382490 |
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Seasonal unit root tests and the role of initial conditions (English)
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15 December 2008
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asymptotic local power
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HEGY seasonal unit root tests
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initial conditions
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union of rejection decision rules
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tables
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0.8219658732414246
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0.8211364150047302
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0.8190288543701172
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0.8181627988815308
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0.8181627988815308
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