On the performance of the DHF tests against nonstationary alternatives

Author:

del Barrio Castro Tomas

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. Unit roots in periodic autoregressions;Boswijk;J. Time Ser. Anal.,1996

2. Del Barrio Castro, T., 2004. Using the HEGY procedure when not all the roots are present. Mimeo.

3. Testing for unit roots in seasonal time series;Dickey;J. Amer. Statist. Assoc.,1984

4. Testing for unit roots in seasonal time series: some theoretical extensions and a Monte Carlo investigation;Ghysels;J. Econometrics,1994

5. The Econometric Analysis of Seasonal Time Series;Ghysels,2001

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1. Energy Efficiency in Europe; Stochastic-Convergent and Non-Convergent Countries;Energy and Environmental Strategies in the Era of Globalization;2019

2. : HEGY (Testing of Seasonal Unit Roots: A Simple Test and Test HEGY);SSRN Electronic Journal;2014

3. HEGY Tests in the Presence of Moving Averages*;Oxford Bulletin of Economics and Statistics;2011-04-13

4. The performance of the overall tests of seasonal integration against nonstationary alternatives: A unifying approach;Journal of Interdisciplinary Mathematics;2011-02

5. Using the HEGY Procedure When Not All Roots Are Present;Journal of Time Series Analysis;2007-11

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