Russian Abstract: В данной работе приводится обзор исследований, связанных с тестированием изменения инерционности временных рядов. Мы обсуждаем как тесты на проверку...

This paper covers seasonal unit roots tests developed in the last 25 years. The main attention is given to HEGY test and its different modifications. Also we study some simple tests for seasonal unit roots, in particular, Dickey-Hasza-Fuller test.

In this paper an overview of methods for the analysis of structural VAR models is provided. The fundamental properties of SVAR models, the estimated parameters, as well as various methods of identifying shocks and principles of constructing confidence intervals for impulse responses are...

The paper deals with methods of testing for seasonal unit root, deterministic seasonality and seasonal structural breaks in the time series. Note that among the tests for seasonal unit roots, we consider the LM-tests, likelihood ratio tests and the variance ratio tests, as well as principles of...