Sample size, lag order and critical values of seasonal unit root tests (Q959358)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Sample size, lag order and critical values of seasonal unit root tests
scientific article

    Statements

    Sample size, lag order and critical values of seasonal unit root tests (English)
    0 references
    0 references
    0 references
    11 December 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    response surface
    0 references
    Monte Carlo
    0 references
    HEGY tests
    0 references
    asymptotic quantiles
    0 references
    approximate \(p\)-values
    0 references
    0 references