Pages that link to "Item:Q1298416"

The following pages link to Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416):

Displaying 31 items.

• Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
• Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
• Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
• Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
• Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
• Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (Q1695431) (← links)
• Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
• Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
• On Augmented Franses Tests for Seasonal Unit Roots (Q2807639) (← links)
• ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
• Using the HEGY Procedure When Not All Roots Are Present (Q3505337) (← links)
• Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
• A sequential approach to testing seasonal unit roots in high frequency data (Q3592011) (← links)
• TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES (Q3632411) (← links)
• REGRESSION-BASED SEASONAL UNIT ROOT TESTS (Q3632432) (← links)
• ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
• Seasonal Unit Root Tests Based on Forward and Reverse Estimation (Q4455660) (← links)
• Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes (Q4455674) (← links)
• SPECIAL ISSUE OF <i>ECONOMETRIC THEORY</i> IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION (Q4637607) (← links)
• THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS (Q4678785) (← links)
• FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
• On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
• ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL (Q5719156) (← links)
• Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
• The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (Q5864351) (← links)
• On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502) (← links)
• Recursive and rolling regression-based tests of the seasonal unit root hypothesis (Q5959568) (← links)
• Rescaled variance tests for seasonal stationarity (Q6039104) (← links)