Seasonal unit root tests and the role of initial conditions (Q3548517): Difference between revisions

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+MaRDI publication profile
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+Seasonal unit roots in aggregate U.S. data (with discussion)
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+On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
@@ Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank @@
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+Minimizing the impact of the initial condition on testing for unit roots
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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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+Q4884570
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+On testing for unit roots and the initial observation
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+Power of a Unit-Root Test and the Initial Condition
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+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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+Tests for Unit Roots and the Initial Condition
@@ Property / cites work: Tests for Unit Roots and the Initial Condition / rank @@
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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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+NEAR SEASONAL INTEGRATION
@@ Property / cites work: NEAR SEASONAL INTEGRATION / rank @@
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+Alternative estimators and unit root tests for seasonal autoregressive processes
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+ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
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+Efficient tests of the seasonal unit root hypothesis
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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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+REGRESSION-BASED SEASONAL UNIT ROOT TESTS
@@ Property / cites work: REGRESSION-BASED SEASONAL UNIT ROOT TESTS / rank @@
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+Q5687551
@@ Property / cites work: Q5687551 / rank @@
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+Testing for Unit Roots in Monthly Time Series
@@ Property / cites work: Testing for Unit Roots in Monthly Time Series / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2008.00258.x
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+W2020246205
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