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Unit root seasonal autoregressive models with a polynomial trend of higher degree
Nabeya, Seiji - In: Econometric theory 17 (2001) 2, pp. 357-385
Persistent link: https://www.econbiz.de/10001568401
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Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 34 (2018) 2, pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
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Near seasonal integration
Rodrigues, Paulo M. M. - In: Econometric theory 17 (2001) 1, pp. 70-86
Persistent link: https://www.econbiz.de/10001556069
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On augmented hegy tests for seasonal unit roots
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric theory 28 (2012) 5, pp. 1121-1143
Persistent link: https://www.econbiz.de/10009714720
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Testing for seasonal unit roots in periodic integrated autoregressive processes
Barrio Castro, Tomas del; Osborn, Denise R. - In: Econometric theory 24 (2008) 4, pp. 1093-1129
Persistent link: https://www.econbiz.de/10003736867
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Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections
Cai, Zongwu; Masry, Elias - In: Econometric theory 16 (2000) 4, pp. 465-501
Persistent link: https://www.econbiz.de/10001517328
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Asymptotics for nonlinear transformations of integrated time series
Park, Joon Y.; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10001434300
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Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
Robinson, Peter M.; Henry, Mark S. - In: Econometric theory 15 (1999) 3, pp. 299-336
Persistent link: https://www.econbiz.de/10001434304
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Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10001483364