On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502): Difference between revisions

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+Seasonal unit roots in aggregate U.S. data (with discussion)
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+UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
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+Testing for Unit Roots in Seasonal Time Series
@@ Property / cites work: Testing for Unit Roots in Seasonal Time Series / rank @@
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+Q4331747
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+Q4884570
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+On Periodic Structures and Testing for Seasonal Unit Roots
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+Q4840212
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+Seasonal integration and cointegration
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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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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+Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
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+Multiple Time Series Regression with Integrated Processes
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+Asymptotics for linear processes
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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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+Testing for Unit Roots in Monthly Time Series
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