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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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b285534bb373489c5b49e9afbc5ed539
https://doi.org/10.1016/j.econlet.2018.03.011
https://doi.org/10.1016/j.econlet.2018.03.011
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7034dfde0cfa67e6ee1272c00b4eab10
https://doi.org/10.1111/jtsa.12036
https://doi.org/10.1111/jtsa.12036