The performance of the overall tests of seasonal integration against nonstationary alternatives: A unifying approach
DOI10.1080/09720502.2011.10700732zbMATH Open1322.62083OpenAlexW2012348326MaRDI QIDQ3171925FDOQ3171925
Authors: Ghassen El Montasser 
Publication date: 5 October 2011
Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/09720502.2011.10700732
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Cites Work
- Seasonal integration and cointegration
- Title not available (Why is that?)
- Measurement errors and outliers in seasonal unit root testing
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
- Understanding spurious regressions in econometrics
- The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
- On the performance of the DHF tests against nonstationary alternatives
- Using the HEGY Procedure When Not All Roots Are Present
- Performance of seasonal unit root tests for monthly data
- Fourth-order moments of augmented arch processes
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