[eng] This article extends the results reported in del Barrio Castro, Osborn and Taylor (2012) to the approach followed by Franses (1991a,b) to test for seasonal unit roots, providing the asymptotic representation to the seasonal unit roots tests proposed by Franses for a general number of seasons S
This paper introduces Lagrange multiplier tests of the null hypothesis of no unit roots at seasonal ...
Some unit root testing situations are more difficult than others. In the case of quarterly industria...
This paper addresses the problem of testing for the presence of unit autoregressive roots in seasona...
textabstractIn this paper we consider a semiparametric version of the test for seasonal unit roots s...
In this article three unit root tests that allow for a break in both the seasonal mean and linear tr...
Part of the increasing interest in the treatment of seasonality in economic time series has focused ...
textabstractIn this paper, we present tables with critical values for a variety of tests for seasona...
summary: a new test for the presence of seasonal unit roots in a quarterly time series, i.e. for sea...
In many empirical studies concerning seasonal time series, it has been shown that the whole set of u...
Les procédures standards pour tester la présence de racines unitaires aux fréquences saisonnières so...
In an important generalization of zero frequency autoregressive unit root tests, Hylleberg, Engle, G...
This paper considers tests for (seasonal) unit roots in a univariate time series pro-cess. We constr...
This paper proposes bootstrap tests for the presence of unit roots in a seasonal autoregressive mode...
In this paper we introduce a sequential seasonal unit root testing approach which explicitly address...
Multiple unit root tests and seasonality To test multiple unit roots, Dickey et Pantula have shown ...
This paper introduces Lagrange multiplier tests of the null hypothesis of no unit roots at seasonal ...
Some unit root testing situations are more difficult than others. In the case of quarterly industria...
This paper addresses the problem of testing for the presence of unit autoregressive roots in seasona...
textabstractIn this paper we consider a semiparametric version of the test for seasonal unit roots s...
In this article three unit root tests that allow for a break in both the seasonal mean and linear tr...
Part of the increasing interest in the treatment of seasonality in economic time series has focused ...
textabstractIn this paper, we present tables with critical values for a variety of tests for seasona...
summary: a new test for the presence of seasonal unit roots in a quarterly time series, i.e. for sea...
In many empirical studies concerning seasonal time series, it has been shown that the whole set of u...
Les procédures standards pour tester la présence de racines unitaires aux fréquences saisonnières so...
In an important generalization of zero frequency autoregressive unit root tests, Hylleberg, Engle, G...
This paper considers tests for (seasonal) unit roots in a univariate time series pro-cess. We constr...
This paper proposes bootstrap tests for the presence of unit roots in a seasonal autoregressive mode...
In this paper we introduce a sequential seasonal unit root testing approach which explicitly address...
Multiple unit root tests and seasonality To test multiple unit roots, Dickey et Pantula have shown ...
This paper introduces Lagrange multiplier tests of the null hypothesis of no unit roots at seasonal ...
Some unit root testing situations are more difficult than others. In the case of quarterly industria...
This paper addresses the problem of testing for the presence of unit autoregressive roots in seasona...
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