A sign test for unit roots in a seasonal MTAR model

zbMath1115.62348MaRDI QIDQ2372635

Dong Wan Shin, Sei Jung Park

Publication date: 31 July 2007

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

robustMTARunit rootsign testInvariantseasonal unit roots

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

A robust sign test for panel unit roots under cross sectional dependence

This page was built for publication: A sign test for unit roots in a seasonal MTAR model