Bootstrap seasonal unit root test under periodic variation

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Econometrics and Statistics 2020 / 2

Bootstrap seasonal unit root test under periodic variation

Zou, Nan, Politis, Dimitris N.
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Journal:
Econometrics and Statistics
DOI:
10.1016/j.ecosta.2020.01.002
Date:
February, 2020
File:
PDF, 3.16 MB
2020
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