Testing for Seasonal Unit Roots with Temporally Aggregated Time Series
| Authors: | Rotger, Gabriel Pons |
|---|---|
| Institutions: | School of Economics and Management, University of Aarhus |
| Subject: | Temporal aggregation | seasonal unit roots | Hegy test |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 2 pages long |
| Classification: | C22 - Time-Series Models ; C43 - Index Numbers and Aggregation ; C52 - Model Evaluation and Testing |
| Source: |
Persistent link: https://www.econbiz.de/10005198789