The seasonal KPSS test : examining possible applications with monthly data and additional deterministic terms
Year of publication: |
2015
|
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Authors: | Montasser, Ghassen El |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 3.2015, 2, p. 339-354
|
Subject: | KPSS test | deterministic seasonality | Brownian motion | LM test | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Saisonkomponente | Seasonal component |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics3020339 [DOI] hdl:10419/171830 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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