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TESTING FOR PERIODIC STATIONARITY
15 references·0 citing·44 second hop
TESTING FOR PERIODIC STATIONARITY (2002)TESTING FOR PERIODIC STATIONARITYA Locally Optimal Seasonal Unit-Root Test (1998)A Locally Optimal Seasonal Un…Multiple unit roots in periodic autoregression (1997)Multiple unit roots in period…UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (1996)UNIT ROOTS IN PERIODIC AUTORE…Periodicity and Stochastic Trends In Economic Time Series (1996)Periodicity and Stochastic Tr…Tests for seasonal unit roots general to specific or specific to general? (1995)Tests for seasonal unit roots…Testing for periodic integration (1995)Testing for periodic integrat…Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability (1995)Are Seasonal Patterns Constan…MODEL SELECTION IN PERIODIC AUTOREGRESSIONS† (1994)MODEL SELECTION IN PERIODIC A…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…A Representation of Vector Autoregressive Processes Integrated of Order 2 (1992)A Representation of Vector Au…The implications of periodically varying coefficients for seasonal time-series processes (1991)The implications of periodica…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption (1989)The Performance of Periodic A…The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption (1989)The Performance of Periodic A…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Seasonal Analysis of Economic Time Series (1978)Forecasting Contemporaneously Aggregated Vector ARMA Processes (1984)Seasonality and habit persistence in a life cycle model of consumption (1988)Homeostasis and consumer behavior across cultures (2000)Chapter 7 Forecasting with Unobserved Components Time Series Models (2006)Recursive Models of Dynamic Linear Economies (2013)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)On the limitations of comparing mean square forecast errors (1993)Explaining Cointegration Analysis: Part 1 (2000)Modelling Nonlinear Economic Time Series (2010)Time Series Analysis: Forecasting and Control (1977)Additional critical values and asymptotic representations for seasonal unit root tests (1998)Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (2003)Periodic Time Series Models (2004)Forecasting Economic Time Series (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)If Nonlinear Models Cannot Forecast, What Use Are They? (1996)Forecasting Economic Time Series (2000)Modelling day-of-the-week seasonality in the S&P 500 index (2000)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)Time Series Regression with a Unit Root (1987)Long memory processes and fractional integration in econometrics (1996)Energy consumption, income, and carbon emissions in the United States (2006)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)An empirical study of seasonal unit roots in forecasting (1997)The hunt for S -shaped growth paths in technological innovation: a patent study * (1999)MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES (2002)TESTS OF COMMON STOCHASTIC TRENDS (2000)Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data (2009)Performance of state space and ARIMA models for consumer retail sales forecasting (2015)A periodic long-memory model for quarterly UK inflation (1997)Forecasting German car sales using Google data and multivariate models (2015)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1992A Representation of Vector Autoregressive Processes Integrated of Order 2331 cited
  • 1995Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability275 cited
  • 1996Periodicity and Stochastic Trends In Economic Time Series244 cited
  • 1991The implications of periodically varying coefficients for seasonal time-series processes117 cited
  • 1989The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption114 cited
  • 1996UNIT ROOTS IN PERIODIC AUTOREGRESSIONS101 cited
  • 1995Tests for seasonal unit roots general to specific or specific to general?98 cited
  • 1994MODEL SELECTION IN PERIODIC AUTOREGRESSIONS†76 cited
  • 1989The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption76 cited
  • 1997Multiple unit roots in periodic autoregression50 cited
  • 1998A Locally Optimal Seasonal Unit-Root Test44 cited

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  • 1995Testing for periodic integration43 cited
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