Nonparametric tests for periodic integration

DOI10.2202/1941-1928.1090zbMATH Open1266.62029OpenAlexW2150643377MaRDI QIDQ4928532FDOQ4928532

Authors: Tomás del Barrio Castro, Denise R. Osborn 

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1941-1928.1090

Recommendations

• Non-parametric testing for seasonally and periodically integrated processes
• TESTING FOR PERIODIC STATIONARITY
• Testing for periodic integration
• Powerful nonparametric seasonal unit root tests
• UNIT ROOTS IN PERIODIC AUTOREGRESSIONS

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Economic time series analysis (91B84)

Cited In (6)

• Nonparametric Comparison of Cumulative Periodograms
• Non-parametric testing for seasonally and periodically integrated processes
• TESTING FOR PERIODIC STATIONARITY
• Powerful nonparametric seasonal unit root tests
• Three tests for the existence of cycles in time series
• Testing for periodic integration

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