On the performance of the DHF tests against nonstationary alternatives
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Publication:2489804
DOI10.1016/J.SPL.2005.08.037zbMATH Open1086.62093OpenAlexW2012313517MaRDI QIDQ2489804FDOQ2489804
Authors: Tomás del Barrio Castro 
Publication date: 28 April 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.08.037
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Cites Work
- Seasonal integration and cointegration
- Testing for Unit Roots in Seasonal Time Series
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
- Understanding spurious regressions in econometrics
- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
- Alternative estimators and unit root tests for seasonal autoregressive processes
- The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
- On the asymptotic properties of some seasonal unit root tests
- Using the HEGY Procedure When Not All Roots Are Present
- Performance of seasonal unit root tests for monthly data
Cited In (2)
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