Seasonal unit root tests with seasonal mean shifts
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Publication:1607285
DOI10.1016/S0165-1765(02)00057-5zbMath1031.62072MaRDI QIDQ1607285
David I. Harvey, Paul Newbold, Stephen J. Leybourne
Publication date: 31 July 2002
Published in: Economics Letters (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
91B84: Economic time series analysis
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