✦ LIBER ✦

Trading days, seasonal unit root, and variance change

✍ Scribed by Carlos Henrique Motta Coelho; Moyses Tenenblat

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Trading days, seasonal unit root, and va

✍ C.H.M. Coelho; M. Tenenblat 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 120 KB

Unit root bootstrap tests under infinite

✍ Marta Moreno; Juan Romo 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 813 KB

Structural change and unit root economet

✍ Lucrezia Reichlin 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 224 KB

Seasonal Unit Root Tests Under Structura

✍ Uwe Hassler; Paulo M. M. Rodrigues 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 179 KB

Unit roots and seasonal unit roots in ma

✍ Hahn Shik Lee; Pierre L. Siklos 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 416 KB

Time series with unit roots and infinite

✍ S.T. Rachev; S. Mittnik; J.-R. Kim 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 256 KB