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Seasonal unit root tests with seasonal mean shifts

, , и . Economics Letters, 76 (2): 295--302 (июля 2002)

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Neil Newbold

Surajit Paul

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Katarina Paulsson

 

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Forecasting economic time series, и . Economic theory and mathematical economics Academic Press, New York u.a., (1977)Spurious number of breaks, , и . Economics Letters, 50 (2): 175--178 (февраля 1996)The non-normality of some macroeconomic forecast errors, и . International Journal of Forecasting, 19 (4): 635--653 (00 2003)A Direct Test for Cointegration Between a Pair of Time Series, , , и . Journal of Time Series Analysis, 23 (2): 173--191 (60 03 2002)doi: 10.1111/1467-9892.00261.Unit root tests with a break in innovation variance, , и . Journal of Econometrics, 109 (2): 365--387 (августа 2002)Spurious nonlinear regressions in econometrics, , и . Economics Letters, 87 (3): 301--306 (июня 2005)Spurious regressions with stationary processes around linear trends, , и . Economics Letters, 83 (2): 257--262 (мая 2004)Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process, , и . Journal of Time Series Analysis, 25 (4): 583--602 (183 07 2004)doi: 10.1111/j.1467-9892.2004.01869.x.Adventures with ARIMA software, , и . International Journal of Forecasting, 10 (4): 573--581 (декабря 1994)On exponential smoothing and the assumption of deterministic trend plus white noise data-generating models, и . International Journal of Forecasting, 5 (4): 523--527 (1989)