Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots

DOI10.2202/1941-1928.1096MaRDI QIDQ4928533zbMATH OpenOpenAlexFDO

Authors Michael Jansson, Morten Ørregaard Nielsen

Publication date 14 June 2013

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

Full work available at URL https://ageconsearch.umn.edu/record/273720/files/qed_wp_1224.pdf

zbMATH Keywords

likelihood ratio testseasonal unit root hypothesis

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cited in

(3)

• On bootstrap implementation of likelihood ratio test for a unit root
• Powerful nonparametric seasonal unit root tests
• SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS

This page was built for publication: Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4928533)