Seasonal unit root tests and the role of initial conditions (Q3548517): Difference between revisions

@@ Property / cites work @@
+Seasonal unit roots in aggregate U.S. data (with discussion)
+Normal rank
@@ Property / cites work @@
+On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
+Normal rank
@@ Property / cites work @@
+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
@@ Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank @@
+Normal rank
@@ Property / cites work @@
+Minimizing the impact of the initial condition on testing for unit roots
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+On testing for unit roots and the initial observation
+Normal rank
@@ Property / cites work @@
+Power of a Unit-Root Test and the Initial Condition
+Normal rank
@@ Property / cites work @@
+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Unit Roots and the Initial Condition
@@ Property / cites work: Tests for Unit Roots and the Initial Condition / rank @@
+Normal rank
@@ Property / cites work @@
+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
+Normal rank
@@ Property / cites work @@
+NEAR SEASONAL INTEGRATION
@@ Property / cites work: NEAR SEASONAL INTEGRATION / rank @@
+Normal rank
@@ Property / cites work @@
+Alternative estimators and unit root tests for seasonal autoregressive processes
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
+Normal rank
@@ Property / cites work @@
+Efficient tests of the seasonal unit root hypothesis
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / cites work @@
+Additional critical values and asymptotic representations for seasonal unit root tests
+Normal rank
@@ Property / cites work @@
+REGRESSION-BASED SEASONAL UNIT ROOT TESTS
@@ Property / cites work: REGRESSION-BASED SEASONAL UNIT ROOT TESTS / rank @@
+Normal rank
@@ Property / cites work @@
+Q5687551
@@ Property / cites work: Q5687551 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots in Monthly Time Series
@@ Property / cites work: Testing for Unit Roots in Monthly Time Series / rank @@
+Normal rank