Testing for unit roots in seasonal time series
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference23 articles.
1. Issues involved with seasonal adjustment of economic time series;Bell;Journal of Business and Economic Statistics,1984
2. A note on over-differencing and the equivalence of seasonal time series models with monthly means and models with (0, 1, 1)12 seasonal parts when θ = 1;Bell;Journal of Business and Economic Statistics,1987
3. Limiting distributions of least squares estimates of unstable autoregressive processes;Chan;Annals of Statistics,1988
4. Distribution of the estimators for autoregressive time series with a unit root;Dickey;Journal of the American Statistical Association,1979
5. Unit roots in time series models: Tests and implications;Dickey;The American Statistician,1986
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