Normalizations for periodogram-based unit root tests.

DOI10.1016/S0167-7152(02)00154-2MaRDI QIDQ1871345zbMATH OpenFDO

Authors Barry A. Evans, David A. Dickey

Publication date 7 May 2003

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Frequency domainUnit rootDeterministic periodic

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Pfriodograms of unit root time series: distributions and tests
• On Periodic Structures and Testing for Seasonal Unit Roots
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• Unit roots: periodogram ordinate

Cites work

• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• Pfriodograms of unit root time series: distributions and tests
• Seasonal integration and cointegration

Cited in

(2)

• Pfriodograms of unit root time series: distributions and tests
• Unit roots: periodogram ordinate

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