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Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 34 (2018) 2, pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
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Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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Unit root seasonal autoregressive models with a polynomial trend of higher degree
Nabeya, Seiji - In: Econometric theory 17 (2001) 2, pp. 357-385
Persistent link: https://www.econbiz.de/10001568401
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Regression-based seasonal unit root tests
Smith, Richard J.; Taylor, Robert; Barrio Castro, Tomas del - In: Econometric theory 25 (2009) 2, pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
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Cointegration for periodically integrated processes
Barrio Castro, Tomás del; Osborn, Denise R. - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10003894119
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Fully modified estimation of seasonally cointegrated processes
Grégoir, Stéphane - In: Econometric theory 26 (2010) 5, pp. 1491-1528
Persistent link: https://www.econbiz.de/10008662659
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Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric - In: Econometric theory 12 (1996) 3, pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
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On Phillips-Perron-type tests for seasonal unit roots
Breitung, Jörg - In: Econometric theory 14 (1998) 2, pp. 200-221
Persistent link: https://www.econbiz.de/10001245309
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On augmented hegy tests for seasonal unit roots
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric theory 28 (2012) 5, pp. 1121-1143
Persistent link: https://www.econbiz.de/10009714720
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Testing for seasonal unit roots in periodic integrated autoregressive processes
Barrio Castro, Tomas del; Osborn, Denise R. - In: Econometric theory 24 (2008) 4, pp. 1093-1129
Persistent link: https://www.econbiz.de/10003736867