Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation

Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation

Ghysels, Eric, (1994)

On periodic structures and testing for seasonal unit roots

Ghysels, Eric, (1995)

On the (mis)specification of seasonality and its consequences : an empirical investigation with US data

Ghysels, Eric, (1993)