Sample size, lag order and critical values of seasonal unit root tests (Q959358): Difference between revisions

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+W2058118167
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+Seasonal unit roots in aggregate U.S. data (with discussion)
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+Bootstrapping the HEGY seasonal unit root tests
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+Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
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+Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics
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+Distributions of error correction tests for cointegration
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+The Econometric Analysis of Seasonal Time Series
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+Seasonal integration and cointegration
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Additional critical values and asymptotic representations for seasonal unit root tests
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