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
18
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