Tests for seasonal unit roots general to specific or specific to general?Svend Hylleberg1995-09-01articleJournal of Econometrics98 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactForecasting Techniques and ApplicationsDiverse Scientific and Economic StudiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 98 citations exist upstream.References1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root1988Testing for a Unit Root in Time Series Regression1977Time Series Analysis: Forecasting and Control1992Testing the null hypothesis of stationarity against the alternative of a unit root1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation1987Time Series Regression with a Unit Root1971Time Series Analysis, Forecasting and Control.Cited by2004Periodic Time Series Models2003Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots1998Additional critical values and asymptotic representations for seasonal unit root tests1998ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS1999Performance of seasonal unit root tests for monthly data1998A Locally Optimal Seasonal Unit-Root Test1995Seasonality and equilibrium business cycle theories2002ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH