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Bootstrap test for seasonal cointegrating ranks

Seong, Byeongchan - In: Applied economics letters 20 (2013) 1/3, pp. 147-151

Persistent link: https://www.econbiz.de/10009700212

Modelling seasonality with fractionally integrated processes

Gil-Alaña, Luis A. - 2000

We propose in this article the use of a particular version of the tests of Robinson (1994) for testing seasonally fractionally integrated processes. The tests have standard null and local limit distributions and allow us to test unit and fractional seasonal roots even with different amplitudes...

Persistent link: https://www.econbiz.de/10009582382

Periodic and seasonal (co-)integration in the state space framework

Bauer, Dietmar - In: Economics letters 174 (2019), pp. 165-168

Persistent link: https://www.econbiz.de/10012121077

Measuring species concentration, diversification and dependency in a macro-fishery

Valle, Ikerne del; Astorkiza, Kepa; Díaz-Emparanza, Ignacio - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1689-1713

Persistent link: https://www.econbiz.de/10011947381

Powerful nonparametric seasonal unit root tests

Eroğlu, Burak Alparslan; Göğebakan, Kemal Çağlar; … - In: Economics letters 167 (2018), pp. 75-80

Persistent link: https://www.econbiz.de/10012015793

Robust tests for deterministic seasonality and seasonal mean shifts

Astill, S.; Taylor, Robert - In: The econometrics journal 21 (2018) 3, pp. 277-297

Persistent link: https://www.econbiz.de/10012166629

Disentangling the source of non-stationarity in a panel of seasonal data

Hsu, Shih-hsun - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012437839

Regulated seasonal unit root process

Eroğlu, Burak Alparslan; Pehlivan, Ayse Ozgur - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 361-385

Persistent link: https://www.econbiz.de/10013334753

The effect of seasonal adjustment filters on tests for a unit root

Ghysels, Eric; Perron, Pierre - 1990

Persistent link: https://www.econbiz.de/10000809708

On the seasonality of vector autoregression residuals

Burbidge, John B.; Magee, L.; Veall, Michael R. - In: Economics letters 18 (1985) 2/3, pp. 137-141

Persistent link: https://www.econbiz.de/10001966160