Three tests for the existence of cycles in time series

DOI10.1006/reco.1996.0009zbMath0853.90029OpenAlexW2088737776MaRDI QIDQ4888154

Fabio Canova

Publication date: 24 July 1996

Published in: Ricerche Economiche (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/429

zbMATH Keywords

Monte Carlo experimenttestscycles in univariate time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS

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