ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
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Publication:4443973
DOI10.1081/ETC-120014350zbMath1064.62562OpenAlexW1972739941MaRDI QIDQ4443973
Paulo M. M. Rodrigues, Denise R. Osborn
Publication date: 2002
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-120014350
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Related Items (10)
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS ⋮ The performance of the overall tests of seasonal integration against nonstationary alternatives: A unifying approach ⋮ Using the HEGY Procedure When Not All Roots Are Present ⋮ Alternative estimators and unit root tests for seasonal autoregressive processes ⋮ A note on the application of the DF test to seasonal data ⋮ On the performance of the DHF tests against nonstationary alternatives ⋮ The robustness of tests for seasonal differencing to structural breaks. ⋮ TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES ⋮ Temporal Aggregation of Seasonally Near‐Integrated Processes ⋮ Measurement errors and outliers in seasonal unit root testing
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