On the performance of the DHF tests against nonstationary alternatives
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Publication:2489804
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Cites work
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
- Alternative estimators and unit root tests for seasonal autoregressive processes
- On the asymptotic properties of some seasonal unit root tests
- Performance of seasonal unit root tests for monthly data
- Seasonal integration and cointegration
- Testing for Unit Roots in Seasonal Time Series
- The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
- Understanding spurious regressions in econometrics
- Using the HEGY Procedure When Not All Roots Are Present
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
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