Testing for seasonal unit roots by frequency domain regression
Marcus J. Chambers; Joanne S. Ercolani; A. M. Robert Taylor
| Year of publication: |
2014
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|---|---|
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010256166