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TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
Castro, Tomas del Barrio; Osborn, Denise R. - In: Econometric theory 24 (2008) 4, pp. 1093-1130
Persistent link: https://www.econbiz.de/10008068999
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REGRESSION-BASED SEASONAL UNIT ROOT TESTS
Smith, Richard J.; Taylor, A.M.Robert; del Barrio … - In: Econometric theory 25 (2009) 2, pp. 527-560
Persistent link: https://www.econbiz.de/10008211989
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The consequences of seasonal adjustment for periodic autoregressive processes
del Barrio Castro, Tomas; Osborn, Denise R. - In: The econometrics journal 7 (2004) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10007442937