Open AccessA Unit Root Test via a Discrete Cosine Transform
Author(s) -
Go-Un Lee,
InKwon Yeo
Publication year - 2011
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2011.24.1.035
Subject(s) - discrete cosine transform , unit root , mathematics , bootstrapping (finance) , modified discrete cosine transform , statistic , process (computing) , root (linguistics) , algorithm , unit root test , augmented dickey–fuller test , statistics , computer science , transform coding , artificial intelligence , econometrics , image (mathematics) , linguistics , philosophy , cointegration , operating system