Pages that link to "Item:Q3168425"
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The following pages link to ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425):
Displayed 10 items.
- Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending (Q1695431) (← links)
- Powerful nonparametric seasonal unit root tests (Q1787583) (← links)
- Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
- Periodic and seasonal (co-)integration in the state space framework (Q2328546) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
- Regulated seasonal unit root process (Q2700548) (← links)
- On Augmented Franses Tests for Seasonal Unit Roots (Q2807639) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← 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)