On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Year of publication: |
2001
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Authors: | Burridge, Peter ; Taylor, Robert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 104.2001, 1, p. 91-117
|
Subject: | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Heteroskedastizität | Heteroscedasticity |
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