Tests of the Seasonal Unit Root Hypothesis Against Heteroscedastic Seasonal Integration
This paper considers the problem of testing for a nonstochastic seasonal unit root in a seasonally observed time-series process against the alternative of a randomized seasonel root with mean unity; that is, the process displays heteroscedastic seasonal integration.
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|Date of creation:||1999|
|Contact details of provider:|| Postal: Edgbaston, Birmingham, B15 2TT|
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