Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information
From MaRDI portal
Publication:3440756
Recommendations
Cites work
- scientific article; zbMATH DE number 3454717 (Why is no real title available?)
- Likelihood ratio tests for seasonal unit roots
- Measurement errors and outliers in seasonal unit root testing
- Moving average filters and unit roots
- On LM type tests for seasonal unit roots in quarterly data
- Sample size, lag order and critical values of seasonal unit root tests
- Seasonal integration and cointegration
- Seasonal Unit Root Tests Under Structural Breaks*
- Seasonal unit roots in aggregate U.S. data (with discussion)
- Structural breaks and seasonal integration
- Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence
- The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
- The invertibility of sampled and aggregated ARMA models
- The robustness of tests for seasonal differencing to structural breaks.
Cited in
(4)
This page was built for publication: Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3440756)