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Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut; Maxand, Simone; Yabibal Mulualem Walle - In: Econometric reviews 42 (2023) 1, pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
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Trends cycles and seasons : econometric methods of signal extraction
Pollock, David Stephen G. - In: Econometric reviews 37 (2018) 1/5, pp. 228-246
Persistent link: https://www.econbiz.de/10012038592
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The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric reviews 35 (2016) 1/4, pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
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Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation
Blakely, Chris; McElroy, Tucker - In: Econometric reviews 36 (2017) 4, pp. 447-467
Persistent link: https://www.econbiz.de/10011795242
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Seasonal integration for daily data
Tokihisa, Akira; Hamori, Shigeyuki - In: Econometric reviews 20 (2001) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001596580
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Common features in time series with both deterministic and stochastic seasonality
Cubadda, Gianluca - In: Econometric reviews 20 (2001) 2, pp. 201-216
Persistent link: https://www.econbiz.de/10001596583