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ssrn.1473695

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/for.3980090204openalex-extracted

Seasonal adjustment and kalman filtering: Extension to periodic variances

inferredcites →https://doi.org/10.1016/0167-7152(95)00218-9openalex-extracted

Unit root tests for time series with outliers

inferredcites →https://doi.org/10.1016/j.spl.2007.07.004openalex-extracted

A note on the Vogelsang test for additive outliers

inferredcites →https://doi.org/10.1016/s0304-4076(01)00060-4openalex-extracted

On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity

inferredcites →https://doi.org/10.1080/07350015.1994.10524569openalex-extracted

The Effects of Additive Outliers on Tests for Unit Roots and Cointegration

inferredcites →https://doi.org/10.1093/biomet/75.2.335openalex-extracted

Testing for a Unit Root in Time Series Regression

inferredcites →https://doi.org/10.1111/1467-9892.00135openalex-extracted

Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers

inferredcites →https://doi.org/10.1111/1467-9892.00303openalex-extracted

SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*

inferredcites →https://doi.org/10.1161/circ.107.15.1947openalex-extracted

April 22, 2003

inferredcites →https://doi.org/10.2139/ssrn.237013openalex-extracted

inferredcites →https://doi.org/10.2307/2297890openalex-extracted

Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties

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