UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824): Difference between revisions

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+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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+Testing for periodic integration
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Testing for Unit Roots in Seasonal Time Series
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+A multivariate approach to modeling univariate seasonal time series
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+Q4124141
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+Seasonal integration and cointegration
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+The implications of periodically varying coefficients for seasonal time- series processes
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+Multiple Time Series Regression with Integrated Processes
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