Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles
Year of publication: |
2004-04-02
|
---|---|
Authors: | Rotger, Gabriel Pons |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Temporal aggregation | seasonal unit roots | sequential test |
-
Testing for Seasonal Unit Roots with Temporally Aggregated Time Series
Rotger, Gabriel Pons,
-
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
Frederiksen, Per, (2008)
-
Temporal aggregaton of univariate linear time series models
Andrea, SILVESTRINI, (2005)
- More ...
-
Testing for Seasonal Unit Roots with Temporally Aggregated Time Series
Rotger, Gabriel Pons,
-
The Uneven Legal Push for Europe
Wind, Marlene, (2009)
-
Rotger, Gabriel Pons, (2012)
- More ...