Variance ratio tests of the seasonal unit root hypothesis (Q261881): Difference between revisions

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+Seasonal unit roots in aggregate U.S. data (with discussion)
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+Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
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+Nonparametric cointegration analysis
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+Nonparametric tests for unit roots and cointegration.
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+On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
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+Efficient Tests for an Autoregressive Unit Root
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+Q4884570
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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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+Regression Theory for Near-Integrated Time Series
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+Multiple Time Series Regression with Integrated Processes
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+Asymptotics for linear processes
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+NEAR SEASONAL INTEGRATION
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+On LM type tests for seasonal unit roots in quarterly data
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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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+Likelihood Ratio Tests for Seasonal Unit Roots
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+Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes
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+Variance ratio tests of the seasonal unit root hypothesis
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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