Effect of neglected deterministic seasonality on unit root tests
| Year of publication: |
2007
|
|---|---|
| Authors: | Demetrescu, Matei ; Hassler, Uwe |
| Published in: |
Statistical Papers. - Springer. - Vol. 48.2007, 3, p. 385-402
|
| Publisher: |
Springer |
| Subject: | Neglected seasonal means | Dickey-Fuller test | KPSS test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533782