On augmented franses tests for seasonal unit roots
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Publication:2807639
DOI10.1080/03610926.2013.809121zbMATH Open1381.62243OpenAlexW2190752308MaRDI QIDQ2807639FDOQ2807639
Authors: Tomás del Barrio Castro, Andreu Sansó Rossello 
Publication date: 25 May 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.809121
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Cites Work
- Seasonal integration and cointegration
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
- Limiting distributions of least squares estimates of unstable autoregressive processes
- DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
- Additional critical values and asymptotic representations for seasonal unit root tests
- Likelihood ratio tests for seasonal unit roots
- REGRESSION-BASED SEASONAL UNIT ROOT TESTS
- On augmented HEGY tests for seasonal unit roots
- A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE
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