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Testing for Unit Roots in Monthly Time Series
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Testing for Unit Roots in Monthly Time Series (1998)Testing for Unit Roots in Monthly Time Se…UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY (2009)UK INFLATION: PERSISTENCE, SE…REGRESSION-BASED SEASONAL UNIT ROOT TESTS (2009)REGRESSION-BASED SEASONAL UNI…Efficient tests of the seasonal unit root hypothesis (2006)Efficient tests of the season…Can Seasonal Unit Root Testing Improve the Forecasting Accuracy of Tourist Arrivals? (2006)Can Seasonal Unit Root Testin…Modelling international monthly arrivals using seasonal univariate long-memory processes (2004)Modelling international month…Bootstrapping the HEGY seasonal unit root tests (2004)Bootstrapping the HEGY season…ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL (2004)ASYMPTOTIC DISTRIBUTIONS FOR …Forecasting international tourist flows to Australia: a comparison between the direct and indirect methods (2003)Forecasting international tou…Alternative estimators and unit root tests for seasonal autoregressive processes (2003)Alternative estimators and un…Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series (2002)Regression-Based Unit Root Te…ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (2002)ASYMPTOTIC DISTRIBUTIONS OF S…Recursive and rolling regression-based tests of the seasonal unit root hypothesis (2001)Recursive and rolling regress…On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (2001)On regression-based tests for…Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (2000)Gaussian tests for seasonal u…Seasonal unit roots and forecasts of two-digit European industrial production (1999)Seasonal unit roots and forec…Performance of seasonal unit root tests for monthly data (1999)Performance of seasonal unit …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Seasonal integration and cointegration (1990)Co-Integration and Error-Correction: Representation, Estimation, and Testing (2010)Spurious Relationships for Nearly Non-Stationary Series (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (2012)SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS (2017)Time Series Analysis: Forecasting and Control (1977)Analyzing and forecasting tourism demand with ARAR algorithm (2008)Tourism, terrorism and political violence in Tunisia: Evidence from Markov-switching models (2018)Data source combination for tourism demand forecasting (2019)Time Series Analysis Forecasting and Control. (1971)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Genetic algorithm based fuzzy time series tourism demand forecast model (2016)A Neural network enhanced hidden Markov model for tourism demand forecasting (2020)Econometric policy evaluation: A critique (1976)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Regression‐based Tests for a Change in Persistence* (2006)Building a bridge to the future: Prospective legitimation in nascent markets (2023)Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)Forecasting Competitions: Their Role in Improving Forecasting Practice and Research (2004)Does the Box-Cox transformation help in forecasting macroeconomic time series? (2011)Efficient Tests for an Autoregressive Unit Root (1996)Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (2004)Signaling Asset Price Bubbles with Time-Series Methods (2012)Detrending Bootstrap Unit Root Tests (2013)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Tests of the Seasonal Unit-Root Hypothesis Against Heteroscedastic Seasonal Integration (2001)The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (2004)HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (2009)Long memory relationships and the aggregation of dynamic models (1980)Forecasting methods and applications (1993)Tourism demand for Italy and the business cycle (2009)Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals (2010)Multivariate Exponential Smoothing for Forecasting Tourist Arrivals (2012)Multi-horizon inflation forecasts using disaggregated data (2010)Forecasting Tourism Demand: The Role of Seasonality (2012)
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  • 2004Modelling international monthly arrivals using seasonal univariate long-memory processes74 cited
  • 1999Seasonal unit roots and forecasts of two-digit European industrial production72 cited
  • 2003Forecasting international tourist flows to Australia: a comparison between the direct and indirect methods70 cited
  • 2001On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity48 cited
  • 2002Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series46 cited
  • 1999Performance of seasonal unit root tests for monthly data45 cited
  • 2009REGRESSION-BASED SEASONAL UNIT ROOT TESTS42 cited
  • 2002ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH41 cited
  • 2006Can Seasonal Unit Root Testing Improve the Forecasting Accuracy of Tourist Arrivals?37 cited
  • 2001Recursive and rolling regression-based tests of the seasonal unit root hypothesis36 cited
  • 2006Efficient tests of the seasonal unit root hypothesis32 cited
  • 2009UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY28 cited
  • 2000Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments25 cited
  • 2004

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Bootstrapping the HEGY seasonal unit root tests
24 cited
  • 2003Alternative estimators and unit root tests for seasonal autoregressive processes21 cited
  • 2004ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL16 cited