Testing for Unit Roots in Seasonal Time Series (Q5185869)
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scientific article; zbMATH DE number 3892420
Language | Label | Description | Also known as |
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English | Testing for Unit Roots in Seasonal Time Series |
scientific article; zbMATH DE number 3892420 |
Statements
1984
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seasonal autoregressive models
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Monte Carlo integration
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nonstationary
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regression-type estimators
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testing for seasonal unit roots
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time series
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least squares estimator
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studentized regression statistic
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Tables of percentiles
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higher order models
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Testing for Unit Roots in Seasonal Time Series (English)
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