Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests.
| Year of publication: |
1995
|
|---|---|
| Authors: | Smith, R.J. ; Taylor, R. |
| Institutions: | Faculty of Economics, University of Cambridge |
| Subject: | UNIT ROOTS | TESTS | TIME SERIES |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 16 pages |
| Classification: | C22 - Time-Series Models ; C20 - Econometric Methods: Single Equation Models. General ; C44 - Statistical Decision Theory; Operations Research |
| Source: |
Persistent link: https://www.econbiz.de/10005113838