A note on the application of the DF test to seasonal data
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Publication:1974085
DOI10.1016/S0167-7152(99)00154-6zbMath0969.62059MaRDI QIDQ1974085
Publication date: 4 October 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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