Recursive and rolling regression-based tests of the seasonal unit root hypothesis (Q5959568)
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scientific article; zbMATH DE number 1719989
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| English | Recursive and rolling regression-based tests of the seasonal unit root hypothesis |
scientific article; zbMATH DE number 1719989 |
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Recursive and rolling regression-based tests of the seasonal unit root hypothesis (English)
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27 June 2002
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auxiliary regressions
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minimum
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difference
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maximum
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seasonal unit root tests
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0.8608089089393616
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0.8457999229431152
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0.8387415409088135
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0.8387247920036316
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