Efficient Tests of the Seasonal Unit Root Hypothesis
Year of publication: |
2006
|
---|---|
Authors: | Rodrigues, Paulo M. M. ; A.M. Robert Taylor |
Institutions: | Universidade do Algarve <Faro> ; University <Nottingham> / Department of Economics |
Subject: | Integration | Baugruppe | unit root tests | Kovarianzmatrix | Covariance matrix | Lokal kompakte Gruppe | asymptotic local powerbounds |
Extent: | 549888 bytes 40 p. application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C22 - Time-Series Models ; Specific management methods ; Market research ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
-
Simple, Robust and Powerful Tests of the Breaking TrendHypothesis
Harvey, David, (2006)
-
A new approach to unit root testing
Herwartz, Helmut, (2009)
-
On the dynamics of inflation persistence around the world
Noriega, Antonio E., (2009)
- More ...
-
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe, (2017)
-
Realātime detection of regimes of predictability in the US equity premium
Harvey, David I., (2020)
-
On Robust Trend Function Hypothesis Testing
Harvey, David I, (2006)
- More ...