Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes

2003 ◽  
Vol 24 (5) ◽  
pp. 591-612 ◽  
Author(s):  
A. M. ROBERT TAYLOR
Keyword(s):  
Time Series ◽  
Unit Roots ◽  
Seasonal Time Series ◽  
Optimal Tests

Testing for Unit Roots in Seasonal Time Series

1984 ◽  
Vol 79 (386) ◽  
pp. 355-367 ◽  
Author(s):  
D. A. Dickey ◽  
D. P. Hasza ◽  
W. A. Fuller
Keyword(s):  
Time Series ◽  
Unit Roots ◽  
Seasonal Time Series

scholarly journals Mean shifts, unit roots and forecasting seasonal time series

1997 ◽  
Vol 13 (3) ◽  
pp. 357-368 ◽  
Author(s):  
Richard Paap ◽  
Philip Hans Franses ◽  
Henk Hoek
Keyword(s):  
Time Series ◽  
Unit Roots ◽  
Seasonal Time Series

Testing for unit roots in seasonal time series

1994 ◽  
Vol 62 (2) ◽  
pp. 415-442 ◽  
Author(s):  
Eric Ghysels ◽  
Hahn S. Lee ◽  
Jaesum Noh
Keyword(s):  
Time Series ◽  
Unit Roots ◽  
Seasonal Time Series
Sign in / Sign up

Export Citation Format

Share Document