scientific article; zbMATH DE number 1978890

MaRDI QIDQ4425320zbMATH OpenFDO

Authors Lan Jin, Heon Jin Park

Publication date 9 October 2003

zbMATH Keywords

seasonal unit rootsstationarity

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Weighed least squares tests for seasonal unit roots in periodic heteroscedastic time series
• Testing for Unit Roots in Seasonal Time Series
• Seasonal Unit Root Tests Based on Forward and Reverse Estimation
• Unit root tests for seasonal models with deterministic trends
• Testing for unit roots in time series with nearly deterministic seasonal variation
• Efficient tests of the seasonal unit root hypothesis
• Alternative estimators and unit root tests for seasonal autoregressive processes

Cited in

(8)

• Semiparametric unit root tests based on symmetric estimators
• An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
• Alternative estimators and unit root tests for seasonal autoregressive processes
• Asymmetry and nonstationarity for a seasonal time series model
• Performance of the unit root estimators on crude birth rate in Egypt
• A new estimator for the unit root
• A Multivariate Unit Root Test Based on the Modified Weighted Symmetric Estimator for VAR(p)
• Weighed least squares tests for seasonal unit roots in periodic heteroscedastic time series

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