On the asymptotic properties of some seasonal unit root tests
Year of publication: |
2002
|
---|---|
Authors: | Taylor, Robert |
Publisher: |
Birmingham |
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Autokorrelation | Autocorrelation | Random Walk | Random walk |
-
Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam, (2016)
-
Basic properties of stationary first-order autoregressive processes and random walks
Kónya, László, (2000)
-
On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert, (2003)
- More ...
-
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert, (1999)
-
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert, (1999)
-
International business in China : understanding the global economic crisis
Taylor, Robert, (2012)
- More ...