Seasonal Unit Root Tests Based on Forward and Reverse Estimation (Q4455660)
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scientific article; zbMATH DE number 2059153
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| English | Seasonal Unit Root Tests Based on Forward and Reverse Estimation |
scientific article; zbMATH DE number 2059153 |
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Seasonal Unit Root Tests Based on Forward and Reverse Estimation (English)
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16 March 2004
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seasonal unit root tests
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forward and reverse estimation
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Brownian motion
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0.9523393
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0.94333243
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0.94322675
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0.9407331
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0.9384612
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0.93710625
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