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On Seasonal Cycles, Unit Roots, and Mean Shifts

The Review of Economics and Statistics (1998) 80 (2): 231–240.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
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Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series
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Aggregation of the generalized fractional processes
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Deterministic versus stochastic seasonal fractional integration and structural breaks
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An application of a new seasonal unit root test to inflation
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International Review of Economics & Finance (2011) 20 (4): 707.
On LM-type tests for seasonal unit roots in the presence of a break in trend
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What is behind the increase in oil prices? Analyzing oil consumption and supply relationship with oil price
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FINITE SAMPLE EFFECTS OF PURE SEASONAL MEAN SHIFTS ON DICKEY–FULLER TESTS: A SIMULATION STUDY
  • ARTUR C. B. DA SILVA LOPES
The Manchester School (2008) 76 (5): 528.
Simulation and Prediction Evidence on the Usefulness of Seasonal Models
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Modified seasonal unit root test with seasonal level shifts at unknown time
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Economics Letters (2007) 97 (2): 111.
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Tourism Economics (2006) 12 (1): 45.
Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information
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Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles
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Measurement errors and outliers in seasonal unit root testing
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Finite Sample Effects of Pure Seasonal Mean Shifts on Dickey-Fuller Tests
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THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
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Econometric Reviews (2005) 24 (1): 83.
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
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Seasonal Unit Root Tests Under Structural Breaks*
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
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Seasonal unit root tests with seasonal mean shifts
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Seasonality in Economic Models
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The Robustness of Tests for Seasonal Differencing to Structural Breaks
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