TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
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Publication:3632411
DOI10.1017/S0266466608080420zbMath1284.62533OpenAlexW2052434829MaRDI QIDQ3632411
Denise R. Osborn, Tomás del Barrio Castro
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608080420
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)
Related Items (2)
Non-parametric testing for seasonally and periodically integrated processes ⋮ Using the HEGY Procedure When Not All Roots Are Present
Uses Software
Cites Work
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