Efficient likelihood ratio tests for seasonal unit roots
Year of publication: |
2009
|
---|---|
Authors: | Jansson, Michael ; Nielsen, Morten Ørregaard |
Publisher: |
Århus : School of Economics and Management |
Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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