SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Variance ratio tests of the seasonal unit root hypothesis · Study

ArticleShelves

ArticleVariance ratio tests of the seasonal unit root hypothesis

Robert Taylor2004

Article2004

Variance ratio tests of the seasonal unit root hypothesis

26 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Time Series Analysis and Forecasting Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 26 citations exist upstream.

References

1992Testing the null hypothesis of stationarity against the alternative of a unit root 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 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?1990Seasonal integration and cointegration 1986Multiple Time Series Regression with Integrated Processes 2002Nonparametric tests for unit roots and cointegration

Cited by

2009A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC 2012ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 2014The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticityarticle · 8 shared references 2006Efficient tests of the seasonal unit root hypothesisarticle · 8 shared references 2004ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODELarticle · 8 shared references 2004Efficient tests for the presence of a pair of complex conjugate unit roots in real time seriesarticle · 7 shared references 2003Alternative estimators and unit root tests for seasonal autoregressive processesarticle · 7 shared references 2012ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTSarticle · 7 shared references

Details

Year2004

Typearticle

Published2004-03-23

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations26

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jeconom.2003.12.012

openalex_workW2010459170

Links

Imported from OpenAlex (CC0) — nothing here is generated.