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

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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
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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
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+TESTS OF COMMON STOCHASTIC TRENDS
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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
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+Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes
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