On Periodic Structures and Testing for Seasonal Unit Roots
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Publication:4366098
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(25)- Testing periodicity in time series models -- A recommendation of bootstrap models
- Multiple unit roots in periodic autoregression
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
- Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE
- Numerical distribution functions for seasonal unit root tests
- Normalizations for periodogram-based unit root tests.
- Explosive strong periodic autoregression with multiplicity one
- Seasonal unit root tests in long periodicity cases
- Asymmetry and nonstationarity for a seasonal time series model
- Two-Way Analysis of Variance for Stationary Periodic Time Series
- TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
- PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
- TESTING FOR PERIODIC STATIONARITY
- COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
- Periodic Time Series Models
- Three tests for the existence of cycles in time series
- Periodic autoregressive models for time series with integrated seasonality
- Time-varying periodicity in intraday volatility
- Detecting seasonal unit roots in a structural time series model
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
- The effects of seasonally adjusting a periodic autoregressive process
- Periodic autoregressive models for stochastic seasonality
- Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
- Bootstrapping the HEGY seasonal unit root tests
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