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Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending.

Tomás del Barrio CastroAndrii BodnarAndreu Sansò
Published in: Comput. Stat. (2017)
Keyphrases
  • distribution function
  • cumulative distribution functions
  • random variables
  • density function
  • extensive simulations
  • radial basis function
  • orthogonal least squares