This is a preview. Log in through your library . Abstract We consider the least-squares estimator of the autoregressive parameter in a nearly integrated seasonal model. Building on the study by Chan ...
Approximation to the Limiting Distribution of t- and F-Statistics in Testing for Seasonal Unit Roots
This is a preview. Log in through your library . Abstract Hylleberg, Engle, Granger, and Yoo (1990, "Journal of Econometrics" 44, 215-238), Beaulieu and Miron (1993, "Journal of Econometrics" 55, ...
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