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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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The New Zealand business cycle
Hall, Vivian Bruce; McDermott, C. John - In: Econometric theory 25 (2009) 4, pp. 1050-1069
Persistent link: https://www.econbiz.de/10003875929
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Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
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The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 29 (2013) 6, pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
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Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena - In: Econometric theory 33 (2017) 6, pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
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Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10002163033