Onn Regression-Based Tests for Seasonal Unit Roots in the Presence of Periodic Heteroscedasticity

Keyphrases

• Asymptotic Theory 33%
• Conservative Approach 33%
• Dickey-Fuller 33%
• Finite Sample 33%
• Fuller Distribution 33%
• Heteroscedastic 33%
• Heteroscedasticity 100%
• Limiting Distribution 66%
• Monte Carlo 33%
• Null Distribution 33%
• Nyquist Frequency 33%
• Quarterly Data 33%
• Regression-based Method 100%
• Sampling Distribution 33%
• Seasonal Frequency 33%
• Seasonal Unit Roots 100%
• Shock 33%
• Simple Function 33%
• Test Statistic 33%
• Unit Root 33%
• Unit Root Test 33%
• Variance Parameter 33%
• Zero Frequency 33%

Mathematics

• Asymptotic Theory 33%
• Estimated Parameter 33%
• Heteroscedasticity 100%
• Limiting Distribution 66%
• Monte Carlo 33%
• Null 33%
• Nyquist Frequency 33%
• Sampling Distribution 33%
• Simple Function 33%
• Test Statistic 33%
• Unit Root Test 33%
• Variance 33%