Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564): Difference between revisions

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+MaRDI publication profile
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Testing for the Presence of a Random Walk in Series with Structural Breaks
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+FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS
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+Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Tests for seasonal unit roots. General to specific or specific to general?
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+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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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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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Testing for the Constancy of Parameters Over Time
@@ Property / cites work: Testing for the Constancy of Parameters Over Time / rank @@
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+TESTS OF COMMON STOCHASTIC TRENDS
@@ Property / cites work: TESTS OF COMMON STOCHASTIC TRENDS / rank @@
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Structural breaks and seasonal integration
@@ Property / cites work: Structural breaks and seasonal integration / rank @@
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+Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes
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+https://doi.org/10.1016/s0304-4076(03)00117-9
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+W2145569147
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