TESTING FOR UNIT ROOTS IN SEASONAL TIME-SERIES

[1] ASYMPTOTIC THEORY OF CERTAIN GOODNESS OF FIT CRITERIA BASED ON STOCHASTIC PROCESSES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 193 - 212

[2] STATISTICAL-ANALYSIS OF DENSITY DEPENDENCE [J]. BIOMETRICS, 1975, 31 (04) : 901 - 911

[3] Dickey D. A, 1976, THESIS IOWA STATE U

[4] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[5] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[6] DICKEY DA, 1981, AM STAT, V35, P164

[7] EVANS GBA, 1981, ANN MATH STATISTICS, V5, P1114

[8] FULLER WA, 1976, INTRO STATISTICAL TI

[9] FULLER WA, 1979, ESTIMATOR PARAMETERS

[10] HASZA D, 1977, THESIS IOWA STATE U

[1] ASYMPTOTIC THEORY OF CERTAIN GOODNESS OF FIT CRITERIA BASED ON STOCHASTIC PROCESSES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 193 - 212

[2] STATISTICAL-ANALYSIS OF DENSITY DEPENDENCE [J]. BIOMETRICS, 1975, 31 (04) : 901 - 911

[3] Dickey D. A, 1976, THESIS IOWA STATE U

[4] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[5] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[6] DICKEY DA, 1981, AM STAT, V35, P164

[7] EVANS GBA, 1981, ANN MATH STATISTICS, V5, P1114

[8] FULLER WA, 1976, INTRO STATISTICAL TI

[9] FULLER WA, 1979, ESTIMATOR PARAMETERS

[10] HASZA D, 1977, THESIS IOWA STATE U