Efficient tests of the seasonal unit root hypothesis (Q289171): Difference between revisions

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-A. M. Robert Taylor
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+MaRDI publication profile
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+W2082179546
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+DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
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+Seasonal unit roots in aggregate U.S. data (with discussion)
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+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
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+The Econometric Analysis of Seasonal Time Series
@@ Property / cites work: The Econometric Analysis of Seasonal Time Series / rank @@
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+Efficient tests for the presence of a pair of complex conjugate unit roots in real time series
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+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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+Q3747485
@@ Property / cites work: Q3747485 / rank @@
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Towards a unified asymptotic theory for autoregression
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+NEAR SEASONAL INTEGRATION
@@ Property / cites work: NEAR SEASONAL INTEGRATION / rank @@
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+On LM type tests for seasonal unit roots in quarterly data
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+ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
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+Alternative estimators and unit root tests for seasonal autoregressive processes
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Additional critical values and asymptotic representations for seasonal unit root tests
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