Rescaled variance tests for seasonal stationarity
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Publication:6039104
DOI10.1515/SNDE-2021-0004OpenAlexW3182114445MaRDI QIDQ6039104
Publication date: 3 May 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/77656
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
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- Powerful nonparametric seasonal unit root tests
- Rescaled variance and related tests for long memory in volatility and levels
- Tests for seasonal unit roots. General to specific or specific to general?
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
- Using the HEGY Procedure When Not All Roots Are Present
- REGRESSION-BASED SEASONAL UNIT ROOT TESTS
- Hypothesis Testing with Efficient Method of Moments Estimation
- Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes
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