Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series
A. M. Robert Taylor
| Year of publication: |
2002
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|---|---|
| Authors: | Taylor, Robert |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 20.2002, 2, p. 269-281
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| Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Theorie | Theory | Saisonkomponente | Seasonal component |