Pages that link to "Item:Q3632432"
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The following pages link to REGRESSION-BASED SEASONAL UNIT ROOT TESTS (Q3632432):
Displaying 19 items.
- Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
- Seasonal unit root tests with seasonal mean shifts (Q1607285) (← links)
- Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
- Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (Q1695431) (← links)
- Powerful nonparametric seasonal unit root tests (Q1787583) (← links)
- Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
- Regulated seasonal unit root process (Q2700548) (← links)
- On Augmented Franses Tests for Seasonal Unit Roots (Q2807639) (← links)
- (Q3105137) (← links)
- ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
- Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
- Seasonal Unit Root Tests Based on Forward and Reverse Estimation (Q4455660) (← links)
- SPECIAL ISSUE OF <i>ECONOMETRIC THEORY</i> IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION (Q4637607) (← links)
- SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS (Q4637614) (← links)
- Temporal Aggregation of Seasonally Near‐Integrated Processes (Q4973947) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
- The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (Q5864351) (← links)
- Rescaled variance tests for seasonal stationarity (Q6039104) (← links)
