Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+On models and methods for Bayesian time series analysis
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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
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+Long memory and regime switching
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+Bayesian analysis of seasonal unit roots and seasonal mean shifts
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+Seasonal long memory in the aggregate output
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+Deterministic seasonality versus seasonal fractional integration
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+Fractional integration and structural breaks at unknown periods of time
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+Memory and infrequent breaks
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+Seasonal unit root tests with seasonal mean shifts
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+Q5750685
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+Seasonal integration and cointegration
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+The robustness of tests for seasonal differencing to structural breaks.
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+Testing for a unit root in time series regression
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+Q3713481
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+Efficient Tests of Nonstationary Hypotheses
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+Narrow-band analysis of nonstationary processes
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+Estimating the dimension of a model
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+Structural breaks and seasonal integration
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+Likelihood Ratio Tests for Seasonal Unit Roots
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+Tests for Seasonal Moving Average Unit Root in ARIMA Models
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+The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
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