Powerful nonparametric seasonal unit root tests
Burak Alparslan Eroğlu, Kemal Çağlar Göğebakan, Mirza Trokić
| Year of publication: |
2018
|
|---|---|
| Authors: | Eroğlu, Burak Alparslan ; Göğebakan, Kemal Çağlar ; Trokić, Mirza |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 167.2018, p. 75-80
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| Subject: | Fractional integration | Non-parametric | Seasonal unit roots | Einheitswurzeltest | Unit root test | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Saisonkomponente | Seasonal component |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.03.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012015793