On the practical problems of computing seasonal unit root tests
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- Zacharias Psaradakis, 1997.
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- Smith, R.J. & Taylor, R., 1995. "Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests," Cambridge Working Papers in Economics 9529, Faculty of Economics, University of Cambridge.
- Bell, William R & Hillmer, Steven C, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 291-320, October.
- Jan F. Kiviet, 1986. "On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships," Review of Economic Studies, Oxford University Press, vol. 53(2), pages 241-261.
- Robert Taylor & Stephen Leybourne, . "Testing for Seasonal Unit Roots: a simple alternative to HEGY," Discussion Papers 95/44, Department of Economics, University of York.
- Nelson, Charles R & Kang, Heejoon, 1979.
"Spurious Periodicity in Inappropriately Detrended Time Series,"
The Warwick Economics Research Paper Series (TWERPS)
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- E. Roy Weintraub, 1992. "Introduction," History of Political Economy, Duke University Press, vol. 24(5), pages 3-12, Supplemen.
- Hylleberg, Svend, 1995. "Tests for seasonal unit roots general to specific or specific to general?," Journal of Econometrics, Elsevier, vol. 69(1), pages 5-25, September.
- Maekawa, Koichi, 1994. "Prewhitened unit root test," Economics Letters, Elsevier, vol. 45(2), pages 145-153, June.
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