Likelihood ratio tests for seasonal unit roots

Journal of Time Series Analysis

Volumn 20, Issue 4, 1999, Pages 453-476

  Smith, Richard J ^a   Taylor, A M Robert ^a  

^a NONE

Author keywords

Autoregression; Auxiliary test regression; Brownian motion; Differential seasonal drift; Similar tests

Indexed keywords

EID: 0004604225     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00149     Document Type: Article

References (18)

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