Numerical distribution functions for seasonal unit root tests
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Publication:1623524
DOI10.1016/j.csda.2013.03.006zbMath1506.62054OpenAlexW2170320162MaRDI QIDQ1623524
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10810/5568
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
Uses Software
Cites Work
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- Order selection in nonstationary autoregressive models
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- Testing for a unit root in time series regression
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- DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
- Efficient Tests for an Autoregressive Unit Root
- Testing for Unit Roots in Seasonal Time Series
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