Seasonal unit root tests with seasonal mean shifts
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Publication:1607285
DOI10.1016/S0165-1765(02)00057-5zbMath1031.62072OpenAlexW2081049764MaRDI QIDQ1607285
David I. Harvey, Paul Newbold, Stephen J. Leybourne
Publication date: 31 July 2002
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00057-5
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Economic time series analysis (91B84)
Related Items (4)
Modified seasonal unit root test with seasonal level shifts at unknown time ⋮ Deterministic versus stochastic seasonal fractional integration and structural breaks ⋮ On LM-type tests for seasonal unit roots in the presence of a break in trend ⋮ Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series
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