مرکز منطقه ای اطلاع رساني علوم و فناوري - Sample size, lag order and critical values of seasonal unit root tests

Title of article :

Sample size, lag order and critical values of seasonal unit root tests

Author/Authors :

David I. Harvey، نويسنده , , Dick van Dijk، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

2734

To page :

2751

Keywords :

Response Surface , Monte Carlo , HEGY tests , Asymptotic quantiles , Approximate p-values

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2006

Journal title :

Computational Statistics and Data Analysis

Record number :

145021

Link To Document :