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Cited by

• 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
• 2009REGRESSION-BASED SEASONAL UNIT ROOT TESTS42 cited
• 2006Efficient tests of the seasonal unit root hypothesis32 cited
• 2006Chapter 13 Forecasting Seasonal Time Series30 cited
• 2004Variance ratio tests of the seasonal unit root hypothesis26 cited
• 2000Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments25 cited
• 2004Bootstrapping the HEGY seasonal unit root tests24 cited
• 2012ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS20 cited
• 2014The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests18 cited
• 2004ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL16 cited
• 2017SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS14 cited
• 2007Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks13 cited
• 2003Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes