Recursive and Rolling Regression-Bases Tests of the Seasonal Unit Root Hypothesis

Business & Economics

• Seasonal Unit Roots 100%
• Rolling Regression 99%
• Test Statistic 52%
• Sample Size 22%
• Consumer Expenditure 21%
• Limiting Distribution 20%
• Critical Value 18%
• Tobacco 18%
• Finite Sample 17%
• Lag 14%
• Alternatives 7%

Mathematics

• Unit Root 83%
• Regression 50%
• Test Statistic 42%
• Tobacco 26%
• Limiting Distribution 16%
• Truncation 15%
• Critical value 15%
• Time series 14%
• Univariate 14%
• Sample Size 12%
• Roots 12%
• Alternatives 10%
• Context 10%
• Zero 8%

Engineering & Materials Science

• Statistics 49%
• Tobacco 30%
• Time series 18%