Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments

16 references·3 citing·39 second hop

FromToDepth

this work references cited by second hop

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
1990Seasonal integration and cointegration1,475 cited
1984Testing for Unit Roots in Seasonal Time Series560 cited
1991Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations546 cited
1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models470 cited
1986Unit roots, structural breaks and trends438 cited
1993Seasonal unit roots in aggregate U.S. data422 cited
1994Chapter 46 Unit roots, structural breaks and trends243 cited
1984Testing for Unit Roots in Seasonal Time Series185 cited
1997Critical values for unit root tests in seasonal time series129 cited
1996UNIT ROOTS IN PERIODIC AUTOREGRESSIONS101 cited
1998Additional critical values and asymptotic representations for seasonal unit root tests86 cited
2010Seasonal Integration and Cointegration82 cited
1999CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS59 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1999Likelihood Ratio Tests for Seasonal Unit Roots53 cited

Cited by

2003An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models17 cited
2002Recursive mean adjustment and tests for nonstationarities15 cited
1993Some tests for unit roots in seasonal time series with deterministic trends11 cited