Seasonal Unit Root Tests Under Structural Breaks* (Q4828169): Difference between revisions

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-Uwe Hassler
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+Uwe Hassler
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+MaRDI publication profile
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+W3124148031
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+Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
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+Bayesian analysis of seasonal unit roots and seasonal mean shifts
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+Seasonal Unit Root Tests Under Structural Breaks*
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+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+The robustness of tests for seasonal differencing to structural breaks.
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+On LM type tests for seasonal unit roots in quarterly data
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+Testing for unit roots in time series with level shifts
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+A modification of the Schmidt-Phillips unit root test
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+Structural breaks and seasonal integration
@@ Property / cites work: Structural breaks and seasonal integration / rank @@
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