: HEGY (Testing of Seasonal Unit Roots: A Simple Test and Test HEGY)

2014 ◽  
Author(s):  
Anton Skrobotov ◽  
Marina Turuntseva
Keyword(s):  
Unit Roots ◽  
Simple Test ◽  
Seasonal Unit Roots

On Augmented Franses Tests for Seasonal Unit Roots

2015 ◽  
Vol 44 (24) ◽  
pp. 5204-5212 ◽  
Author(s):  
Tomás del Barrio Castro ◽  
Andreu Sansó Rossello
Keyword(s):  
Unit Roots ◽  
Seasonal Unit Roots

Seasonal unit roots in aggregate U.S. data

1993 ◽  
Vol 55 (1-2) ◽  
pp. 329-331 ◽  
Author(s):  
David A. Dickey
Keyword(s):  
Unit Roots ◽  
Seasonal Unit Roots

scholarly journals Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots

2009 ◽  
Author(s):  
Michael Jansson ◽  
Morten Ørregaard Nielsen ◽  
Margit Sommer
Keyword(s):  
Likelihood Ratio ◽  
Unit Roots ◽  
Likelihood Ratio Tests ◽  
Seasonal Unit Roots

scholarly journals Seasonal Unit Roots in Aggregate U.S. Data

10.3386/t0126 ◽  
1992 ◽  
Author(s):  
J. Joseph Beaulieu ◽  
Jeffrey Miron
Keyword(s):  
Unit Roots ◽  
Seasonal Unit Roots

scholarly journals Decisions on Seasonal Unit Roots

2002 ◽  
Vol 72 (5) ◽  
pp. 403-418 ◽  
Author(s):  
Robert Kunst ◽  
Michael Reutter
Keyword(s):  
Unit Roots ◽  
Seasonal Unit Roots
Sign in / Sign up

Export Citation Format

Share Document