On Augmented Franses Tests for Seasonal Unit Roots
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610926.2013.809121
Reference13 articles.
1. DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
2. A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE
3. On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation
4. Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes
5. ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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