Modified seasonal unit root test with seasonal level shifts at unknown time
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Publication:1934161
DOI10.1016/j.econlet.2007.02.026zbMath1255.91369OpenAlexW1998749383MaRDI QIDQ1934161
Publication date: 28 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2007.02.026
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)
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