Testing for seasonal unit roots by frequency domain regression
Year of publication: |
2010-09
|
---|---|
Authors: | Chambers, Marcus J. ; Ercolani, Joanne S. ; Taylor, A. M. Robert |
Institutions: | Granger Centre for Time Series Econometrics, School of Economics |
Subject: | Seasonal unit root tests | moving average | frequency domain regression | spectral density estimator | Brownian motion |
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