Using the HEGY Procedure When Not All Roots Are Present-Reference-Cited by-同舟云学术

Using the HEGY Procedure When Not All Roots Are Present

Published:2007-11 Issue:6 Volume:28 Page:910-922
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J Time Series Analysis

Author:

Castro Tomas del Barrio

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2007.00539.x/fullpdf

Reference19 articles.

1. UNIT ROOTS IN PERIODIC AUTOREGRESSIONS

2. On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation

3. On the performance of the DHF tests against nonstationary alternatives

4. T. del Barrio Castro(2007 ) Using the HEGY procedure when not all roots are present . Documents de Treball de la Facultat de Ciencies Economiques y Empresarials, No. E07/170.

5. T. del Barrio Castro, and D. R. Osborn(2004 ) Testing for seasonal unit roots in periodic integrated autoregressive processes . Presented at the ESEM-2004, Madrid.

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2. Bootstrap seasonal unit root test under periodic variation;Econometrics and Statistics;2021-07

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

4. Unit Root Tests in Time Series Volume 1;PALGR TEXTS ECONOMET;2011-02-25

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