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Volumn 14, Issue 2, 1998, Pages 200-221

On Phillips-perron-type tests for seasonal unit roots

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EID: 0032344507     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466698142032     Document Type: Article
Times cited : (31)

References (24)
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  • 2
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  • 3
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  • 4
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  • 5
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  • 6
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  • 7
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    • Cheung, K.S. (1995) Lag order and critical values of the augmented Dickey-Fuller test. Journal of Business and Economic Statistics 13, 277-280.
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    • Cheung, K.S.1
  • 12
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    • Testing for unit roots in seasonal time series
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    • Ghysels, E.1    Lee, H.S.2    Noh, J.3
  • 13
    • 0042946447 scopus 로고
    • Multivariate time series: A polynomial error correction representation theorem
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  • 15
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    • Hylleberg, S.1
  • 17
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  • 18
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    • Asymptotic distributions of unit-root tests when the process is nearly stationary
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    • Pantula, S.G.1
  • 19
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  • 22


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.