Pages that link to "Item:Q5185869"
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The following pages link to Testing for Unit Roots in Seasonal Time Series (Q5185869):
Displaying 50 items.
- Seasonal integration and cointegration (Q106272) (← links)
- Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- Changes in seasonal patterns (Q671898) (← links)
- Diagnosing seasonal shifts in time series using state space models (Q713705) (← links)
- Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
- Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- Two limit theorems on ARIMA models (Q1118905) (← links)
- The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions (Q1129465) (← links)
- Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
- Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
- Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← 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)
- Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
- Unit roots tests and SARIMA models (Q1351709) (← links)
- Exact tests in single equation autoregressive distributed lag models (Q1371376) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- F-test for seasonal differencing with a break-point (Q1378766) (← links)
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
- Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE (Q1591158) (← links)
- Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) (← links)
- Seasonal unit root tests with seasonal mean shifts (Q1607285) (← links)
- Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
- Recursive demeaning and deterministic seasonality (Q1779676) (← links)
- Higher-order sample autocorrelations and the unit root hypothesis (Q1801414) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
- Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand. (Q1868965) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
- Unit root tests for seasonal models with deterministic trends (Q1907886) (← links)
- Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
- Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- On the performance of the DHF tests against nonstationary alternatives (Q2489804) (← links)
- A new instrumental variable estimation for diffusion processes (Q2495332) (← links)
- Seasonal unit root tests in long periodicity cases (Q2511565) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
- Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
- Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire (Q3470008) (← links)
- Using the HEGY Procedure When Not All Roots Are Present (Q3505337) (← links)
- The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (Q3589965) (← links)
