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APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS
7 references·0 citing·26 second hop
APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS (2001)APPROXIMATION TO THE LIMITING DISTRIBUTIO…Likelihood Ratio Tests for Seasonal Unit Roots (1999)Likelihood Ratio Tests for Se…ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE (1999)ASYMPTOTIC MOMENTS OF SOME UN…Testing for Unit Roots in Monthly Time Series (1998)Testing for Unit Roots in Mon…Additional critical values and asymptotic representations for seasonal unit root tests (1998)Additional critical values an…Seasonal unit roots in aggregate U.S. data (1993)Seasonal unit roots in aggreg…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Time Series Regression with a Unit Root (1987)Towards a Unified Asymptotic Theory for Autoregression (1987)Testing for a Unit Root in Time Series Regression (1988)Une synthèse des tests de racine unitaire sur données de panel (2005)Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization (2012)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (2001)Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series (2002)Commodity Prices and Unit Root Tests (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A Comparison of Unit-Root Test Criteria (1994)Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (1997)Capital control liberalization and stock market development (1998)Seasonal unit roots and forecasts of two-digit European industrial production (1999)Forecasting international tourist flows to Australia: a comparison between the direct and indirect methods (2003)Modelling international monthly arrivals using seasonal univariate long-memory processes (2004)REGRESSION-BASED SEASONAL UNIT ROOT TESTS (2009)Chapter 46 Unit roots, structural breaks and trends (1994)An analysis of the international tourism demand in Spain (1995)Forecasting city arrivals with Google Analytics (2016)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1984Testing for Unit Roots in Seasonal Time Series560 cited
  • 1993Seasonal unit roots in aggregate U.S. data422 cited
  • 1998Additional critical values and asymptotic representations for seasonal unit root tests86 cited
  • 1999Likelihood Ratio Tests for Seasonal Unit Roots53 cited
  • 1998Testing for Unit Roots in Monthly Time Series52 cited
  • 1999ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE25 cited

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