Numerical distribution functions for seasonal unit root tests (Q1623524): Difference between revisions

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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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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Testing for Unit Roots in Seasonal Time Series
@@ Property / cites work: Testing for Unit Roots in Seasonal Time Series / rank @@
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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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+Q4124141
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+Q4840212
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+Q4002938
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+Sample size, lag order and critical values of seasonal unit root tests
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+Testing for nonstationary parameter specifications in seasonal time series models
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+Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
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+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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+Q3766629
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Testing for a unit root in time series regression
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+Q3504257
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+REGRESSION-BASED SEASONAL UNIT ROOT TESTS
@@ Property / cites work: REGRESSION-BASED SEASONAL UNIT ROOT TESTS / rank @@
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+Order selection in nonstationary autoregressive models
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