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Tests for seasonal unit roots general to specific or specific to general?

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Hylleberg, Svend

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 69 (1995)
Issue (Month): 1 (September)
Pages: 5-25
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Handle: RePEc:eee:econom:v:69:y:1995:i:1:p:5-25

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies. [Downloadable!]
  2. Gustavsson, Patrik & Nordström, Jonas, 1999. "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series 150, Trade Union Institute for Economic Research, revised 01 Jul 2000. [Downloadable!]
  3. J. Breitung & P. H. Franses, . "On Phillips-Perron Type Tests for Seasonal Unit Roots," Sonderforschungsbereich 373 1996-27, Humboldt Universitaet Berlin.
  4. Evren Erdoğan Coşar, 2006. "Seasonal behaviour of the consumer price index of Turkey," Applied Economics Letters, Taylor and Francis Journals, vol. 13(7), pages 449-455, June. [Downloadable!] (restricted)
  5. Paulo M. M. Rodrigues, Denise R. Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor and Francis Journals, vol. 26(8), pages 985-1004, December. [Downloadable!] (restricted)
  6. L. A. Gil-Alana & P. M. Robinson, 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 95-114. [Downloadable!]
    Other versions:
  7. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus. [Downloadable!]
  8. R. Anton Braun & Charles L. Evans, 1994. "Seasonality and equilibrium business cycle theories," Staff Report 168, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  9. Gianluca Cubadda, 2001. "Common Features In Time Series With Both Deterministic And Stochastic Seasonality," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 201-216. [Downloadable!] (restricted)
  10. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO. [Downloadable!]
  11. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 221-241. [Downloadable!] (restricted)
  12. Antônio Aguirre & Andreu Sansó, 1999. "Using different null hypotheses to test for seasonal unit roots in economic time series," Textos para Discussão Cedeplar-UFMG td124, Cedeplar, Universidade Federal de Minas Gerais. [Downloadable!]
    Other versions:
  13. Eiji Kurozumi, 2002. "Testing For Periodic Stationarity," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 243-270. [Downloadable!] (restricted)
  14. Shipra Banik & Param Silvapulle, 1999. "Testing for Seasonal Stability in Unemployment Series: International Evidence," Empirica, Springer, vol. 26(2), pages 123-139, June. [Downloadable!] (restricted)
    Other versions:
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