Regulated seasonal unit root process
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Cites work
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
- Bounded integrated processes and unit root tests
- Bounds, breaks and unit root tests
- Efficient Tests for an Autoregressive Unit Root
- Efficient tests of the seasonal unit root hypothesis
- GLS-based unit root tests for bounded processes
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 1211744 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- LIMITED TIME SERIES WITH A UNIT ROOT
- On augmented HEGY tests for seasonal unit roots
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
- Powerful nonparametric seasonal unit root tests
- Properties of the reflected Ornstein-Uhlenbeck process
- Reflected Brownian motion on an orthant
- REGRESSION-BASED SEASONAL UNIT ROOT TESTS
- Regulated fractionally integrated processes
- Seasonal integration and cointegration
- SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
- Testing for unit roots in bounded time series
- The performance of lag selection and detrending methods for HEGY seasonal unit root tests
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