Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306): Difference between revisions

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+MaRDI publication profile
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+Some tests for unit roots in seasonal time series with deterministic trends
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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+Seasonal unit roots in aggregate U.S. data (with discussion)
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+UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
@@ Property / cites work: UNIT ROOTS IN PERIODIC AUTOREGRESSIONS / rank @@
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+Martingale Central Limit Theorems
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Unit root tests for seasonal models with deterministic trends
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+A time series illustration of approximate conditional likelihood
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+Distribution of the Estimators 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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+A multivariate approach to modeling univariate seasonal time series
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+Q4124141
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+Q4884570
@@ Property / cites work: Q4884570 / rank @@
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+On Periodic Structures and Testing for Seasonal Unit Roots
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@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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+A Review of the Development and Application of Recursive Residuals in Linear Models
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+The Bias of Autoregressive Coefficient Estimators
@@ Property / cites work: The Bias of Autoregressive Coefficient Estimators / rank @@
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+Additional critical values and asymptotic representations for seasonal unit root tests
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+Likelihood Ratio Tests for Seasonal Unit Roots
@@ Property / cites work: Likelihood Ratio Tests for Seasonal Unit Roots / rank @@
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+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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+Recursive mean adjustment in time-series inferences
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@@ Property / cites work @@
+Q3696348
@@ Property / cites work: Q3696348 / 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/10.1016/s0304-4076(00)00032-4
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+W2097430503
@@ Property / OpenAlex ID: W2097430503 / rank @@
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+Q127316201
@@ Property / Wikidata QID: Q127316201 / rank @@
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+Publication:1588306