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Testing for unit roots in seasonal time series

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
1987Time Series Regression with a Unit Root2,821 cited
1990Seasonal integration and cointegration1,475 cited
1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
1984Testing for Unit Roots in Seasonal Time Series560 cited
1986Unit Roots in Time Series Models: Tests and Implications460 cited
1988SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION*299 cited
1984Testing for Unit Roots: 2245 cited
1993The effect of seasonal adjustment filters on tests for a unit root239 cited

Cited by

1995Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability275 cited
2001Testing of seasonal fractional integration in UK and Japanese consumption and income

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147 cited

2000Modelling the hidden economy and the tax-gap in New Zealand140 cited

1997Critical values for unit root tests in seasonal time series129 cited

1995Tests for seasonal unit roots general to specific or specific to general?98 cited

2007Performance Regimes and Marketing Policy Shifts95 cited

1998Additional critical values and asymptotic representations for seasonal unit root tests86 cited

2013A combination selection algorithm on forecasting83 cited

1995Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence75 cited

2004Modelling international monthly arrivals using seasonal univariate long-memory processes74 cited

1998ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS73 cited

1994Changes in seasonal patterns72 cited

1996RECENT ADVANCES IN MODELLING SEASONALITY71 cited

1999Population Forecasting with Endogenous Migration: An Application to Trans-Tasman Migration50 cited

2001On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity48 cited

2008Tourism in the Canary Islands: forecasting using several seasonal time series models47 cited