Alternative estimators and unit root tests for seasonal autoregressive processes
Paulo M. M. Rodrigues; A. M. Robert Taylor
| Year of publication: |
2004
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|---|---|
| Authors: | Rodrigues, Paulo M. M. ; Taylor, Robert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 120.2004, 1, p. 35-73
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| Subject: | Ornstein Uhlenbeck Prozesse | Einheitswurzeltest | Unit root test | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001998863