Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE
type: Item
instance of: scholarly article
title: Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE
zbMATH Open document ID: 1103.62340
DOI: 10.1016/S0167-7152(00)00106-1
author: Dong Wan Shin
author: Man-Suk Oh
published in: Statistics \& Probability Letters
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 1546525
zbMATH Keywords: Seasonal unit roots
zbMATH Keywords: Semiparametric tests
zbMATH Keywords: Fourier transform
zbMATH Keywords: GLSE
MaRDI profile type: Publication
cites work: Seasonal unit roots in aggregate U.S. data (with discussion)
cites work: Q3827448
cites work: Limiting distributions of least squares estimates of unstable autoregressive processes
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Testing for Unit Roots in Seasonal Time Series
cites work: Matrix Analysis
cites work: Seasonal integration and cointegration
cites work: On Periodic Structures and Testing for Seasonal Unit Roots
cites work: Time Series Regression with a Unit Root
cites work: Testing for a unit root in time series regression
cites work: Asymptotics for linear processes
description: scientific article; zbMATH DE number 1546525