Sample size, lag order and critical values of seasonal unit root tests
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- Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó Rosselló, 2015. "Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending," DEA Working Papers 73, Universitat de les Illes Balears, Departament d'Economía Aplicada.
- Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014.
"Time Series Models for Business and Economic Forecasting,"
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- Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014. "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521817707, January.
- Pui Sun Tam, 2013. "Finite-sample distribution of the augmented Dickey--Fuller test with lag optimization," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3495-3511, August.
- Jesús Otero & Jeremy Smith, 2013. "Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 1-9, January.
- Diaz-Emparanza, Ignacio, 2014.
"Numerical distribution functions for seasonal unit root tests,"
Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 237-247.
- Díaz-Emparanza Herrero, Ignacio, 2011. "Numerical Distribution Functions for Seasonal Unit Root Tests," BILTOKI 2011-09, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, March.
- Peter Sephton, 2008. "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, vol. 35(3), pages 437-450, November.
- Díaz-Emparanza, Ignacio & Moral, M. Paz, 2014. "Numerical distribution functions for seasonal stability tests," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 44-49.
- Jesús Otero & Jeremy Smith, 2012. "Response surface models for the Leybourne unit root tests and lag order dependence," Computational Statistics, Springer, vol. 27(3), pages 473-486, September.
- Nazlioglu, Saban & Lee, Junsoo, 2020. "Response surface estimates of the LM unit root tests," Economics Letters, Elsevier, vol. 192(C).
- Díaz-Emparanza Herrero, Ignacio & Moral Zuazo, María Paz, 2013. "Seasonal Stability Tests in gretl. An Application to International Tourism Data," BILTOKI BILTOKI;2013-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
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