Testing for seasonal unit roots in periodic integrated autoregressive processes /

Míreanna Comhchosúla

• Regime-switching autoregressive coefficients and the asymptotics for unit root tests : Notes and problems /
  le: Cavaliere, Giuseppe.
• Unit root test in a threshold autoregression : Asymptotic theory and residual-based block bootstrap /
  le: Seo, Myung Hwan.
• Admissible and nonadmissible tests in unit-root-like situations /
  le: Ploberger, Werner.
• Bootstrap unit root tests for time series with nonstationary volatility /
  le: Cavaliere, Giuseppe.
• Cointegration for periodically integrated processes /
  le: Castro, Tomas Del Barrio.