A nonparametric test for seasonal unit roots
Year of publication: |
2009
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Authors: | Kunst, Robert M. |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | Saisonbereinigung | Nichtparametrisches Verfahren | Unit Root Test | Theorie | seasonality | nonparametric test | unit roots |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 74385537X [GVK] hdl:10419/72704 [Handle] RePEc:ihs:ihsesp:233 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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A nonparametric test for seasonal unit roots
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