Effect of neglected deterministic seasonality on unit root tests
Maetei Demetrescu; Uwe Hassler
| Year of publication: |
2007
|
|---|---|
| Authors: | Demetrescu, Maetei ; Hassler, Uwe |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 48.2007, 3, p. 385-402
|
| Subject: | Einheitswurzeltest | Unit root test | Saisonkomponente | Seasonal component |
| 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/10003443077