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pro vyhledávání: '"Mirza Trokić"'
Publikováno v:
Economics Letters
This paper introduces a powerful nonparametric testing procedure for seasonal unit roots by utilizing the fractional integration operator. Different from the well-known seasonal unit root tests of Hylleberg et al. (1990), the proposed tests do not re
Autor:
Mirza Trokić
Publikováno v:
Journal of Time Series Analysis. 34:591-601
Regulated (bounded) integrated time series are of significant practical importance and a recent development in the time series literature. Although regulated integrated series are characterized by asymptotic distributions that differ substantially fr
Autor:
Trokić, Mirza1,2
Publikováno v:
Journal of Time Series Analysis. Sep2013, Vol. 34 Issue 5, p591-601. 11p. 4 Graphs.