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Volumn 61, Issue 4, 1999, Pages 569-582

Seasonal unit root tests with structural breaks in deterministic seasonality

(1)  Balcombe, Kelvin a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0010051331     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00144     Document Type: Article
Times cited : (6)

References (16)
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  • 2
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  • 3
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    • Distributions of the estimators for autoregressive time series with a unit root
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    • Dickey, D.1    Fuller, W.2
  • 5
    • 0003461314 scopus 로고
    • Testing for seasonal unit roots in monthly data
    • Erasmus University, Amsterdam, 9032A
    • Franses, P. (1990). 'Testing for seasonal unit roots in monthly data', Econometric Institute Report, Erasmus University, Amsterdam, 9032A.
    • (1990) Econometric Institute Report
    • Franses, P.1
  • 6
    • 33748632313 scopus 로고
    • Five alternative methods of estimating long-run relationships
    • Gonzalo, J. (1994). 'Five alternative methods of estimating long-run relationships', Journal of Econometrics, Vol. 60, pp. 203-33.
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    • Gonzalo, J.1
  • 7
    • 0008312427 scopus 로고    scopus 로고
    • Residual based tests for cointegration in models with regime shifts
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  • 8
    • 0001884299 scopus 로고
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    • Hargreaves, C. (1994). 'A review of mehtods for estimating cointegrating relationships', in Hargreaves, C., (ed), Non-Stationary Time Series and Cointegration, Texts in Advanced Econometrics, Oxford University Press.
    • (1994) Non-stationary Time Series and Cointegration
    • Hargreaves, C.1
  • 9
    • 0002990662 scopus 로고
    • Modelling seasonal variation
    • Hargreaves, P., (ed) Advanced Texts in Econometrics, Oxford University Press, Oxford
    • Hylleberg, S. (1994). 'Modelling seasonal variation', in Hargreaves, P., (ed) Nonstationary Time Series Analysis and Cointegration, Advanced Texts in Econometrics, Oxford University Press, Oxford.
    • (1994) Nonstationary Time Series Analysis and Cointegration
    • Hylleberg, S.1
  • 11
    • 17744371025 scopus 로고
    • Wage growth and the inflation process
    • Rao, B., (ed) St Martins Press
    • Mehra, Y. (1994). 'Wage growth and the inflation process', in Rao, B., (ed) Cointegration For the Applied Economist, St Martins Press.
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  • 13
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    • The great crash, the oil price shock and the unit root hypothesis
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    • Perron, P.1
  • 14
    • 84948500109 scopus 로고
    • Testing for a unit root in time series with a changing mean
    • Perron, P. (1990). 'Testing for a unit root in time series with a changing mean', Journal of Business and Economic Statistics, Vol. 8, pp. 153-61.
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    • Perron, P.1
  • 15
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    • Trend unit root and structural change in macroeconomic time series
    • Rao, B., (ed), St Martins Press
    • Perron, P. (1994). 'Trend unit root and structural change in macroeconomic time series', in Rao, B., (ed), Cointegration For the Applied Economist. St Martins Press.
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  • 16
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    • Further evidence on the great crash, the oil-price shock, and the unit root hypothesis
    • Zivot, E. and Andrews, D. (1992). 'Further evidence on the great crash, the oil-price shock, and the unit root hypothesis', Journal of Business and Economic Statistics, Vol. 10, pp. 251-70.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 251-270
    • Zivot, E.1    Andrews, D.2


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