Testing for seasonal unit roots in periodic integrated autoregressive processes /
Uloženo v:
| Hlavní autor: | Castro, Tomas Del Barrio. |
|---|---|
| Další autoři: | Osborn, Denise R. |
| Médium: | Článek |
| Jazyk: | English |
| Témata: | |
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo otaguje tento záznam!
|
| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
|---|
Podobné jednotky
-
Regime-switching autoregressive coefficients and the asymptotics for unit root tests : Notes and problems /
Autor: Cavaliere, Giuseppe. -
Unit root test in a threshold autoregression : Asymptotic theory and residual-based block bootstrap /
Autor: Seo, Myung Hwan. -
Admissible and nonadmissible tests in unit-root-like situations /
Autor: Ploberger, Werner. -
Bootstrap unit root tests for time series with nonstationary volatility /
Autor: Cavaliere, Giuseppe. -
Cointegration for periodically integrated processes /
Autor: Castro, Tomas Del Barrio.