Variance ratio tests of the seasonal unit root hypothesis
| Year of publication: |
2005
|
|---|---|
| Authors: | Taylor, A. M. Robert |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 124.2005, 1, p. 33-54
|
| Publisher: |
Elsevier |