Tests for seasonal unit roots general to specific or specific to general?
- 1 September 1995
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 69 (1) , 5-25
- https://doi.org/10.1016/0304-4076(94)01660-r
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- On the (mis)specification of seasonality and its consequences: An empirical investigation with US dataEmpirical Economics, 1993
- Seasonality in macroeconomic time seriesEmpirical Economics, 1993
- The Japanese consumption functionJournal of Econometrics, 1993
- Seasonal unit roots in aggregate U.S. dataJournal of Econometrics, 1993
- A Cross Country Comparison of Seasonal Cycles and Business CyclesThe Economic Journal, 1992
- Seasonality, non-stationarity and the forecasting of monthly time seriesInternational Journal of Forecasting, 1991
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix EstimationEconometrica, 1991
- Determining the Order of Differencing in Autoregressive ProcessesJournal of Business & Economic Statistics, 1987
- Testing for Unit Roots in Seasonal Time SeriesJournal of the American Statistical Association, 1984
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979