Pages that link to "Item:Q1907886"

The following pages link to Unit root tests for seasonal models with deterministic trends (Q1907886):

Displaying 23 items.

• Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
• Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
• The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
• Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
• Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
• Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
• Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
• Seasonal unit root tests with seasonal mean shifts (Q1607285) (← links)
• Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (Q1695431) (← links)
• An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
• A note on the application of the DF test to seasonal data (Q1974085) (← links)
• Effect of neglected deterministic seasonality on unit root tests (Q2457770) (← links)
• Unit root seasonal autoregressive models with a polynomial trend of higher degree (Q2739265) (← links)
• (Q3105137) (← links)
• Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
• Some Lagrange multiplier tests for seasonal differencing (Q3981116) (← links)
• Tests for Seasonal Moving Average Unit Root in ARIMA Models (Q4366254) (← links)
• (Q4425320) (← links)
• Seasonal Unit Root Tests Based on Forward and Reverse Estimation (Q4455660) (← links)
• Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes (Q4455674) (← links)
• On LM type tests for seasonal unit roots in quarterly data (Q4551779) (← links)
• Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models (Q4677030) (← links)
• On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)