UNIT ROOT SEASONAL AUTOREGRESSIVE MODELS WITH A POLYNOMIAL TREND OF HIGHER DEGREE

DOI10.1017/S026646660117204XzbMath0973.62078MaRDI QIDQ2739265

Seiji Nabeya

Publication date: 5 December 2001

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

simulation results; unit root; limiting distributions; polynomial trend; Nabeya

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

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