Testing for seasonal unit roots by frequency domain regression
Year of publication: |
2014
|
---|---|
Authors: | Chambers, Marcus J. ; Ercolani, Joanne S. ; Taylor, Robert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 243-258
|
Subject: | Seasonal unit root tests | Moving average | Frequency domain regression | Spectral density estimator | Brownian motion | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Saisonkomponente | Seasonal component | Regressionsanalyse | Regression analysis | Saisonale Schwankungen | Seasonal variations | Stochastischer Prozess | Stochastic process |
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