NEAR SEASONAL INTEGRATION

DOI10.1017/S0266466601171033zbMath0976.62089OpenAlexW2029107820MaRDI QIDQ2716436

Paulo M. M. Rodrigues

Publication date: 8 January 2002

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466601171033

zbMATH Keywords

near integrationseasonal unit root test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (9)

Efficient tests of the seasonal unit root hypothesis ⋮ On LM type tests for seasonal unit roots in quarterly data ⋮ ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS ⋮ Alternative estimators and unit root tests for seasonal autoregressive processes ⋮ Seasonal unit root tests and the role of initial conditions ⋮ ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL ⋮ TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES ⋮ Seasonal Unit Root Tests Based on Forward and Reverse Estimation ⋮ Variance ratio tests of the seasonal unit root hypothesis

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