Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments

✍ Scribed by Dong Wan Shin; Beong Soo So

• Book ID: 108432585
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 225 KB
• Volume: 99
• Category: Article
• ISSN: 0304-4076
• DOI: 10.1016/s0304-4076(00)00032-4