Rodrigues, Paulo M. M.; Osborn, Denise R. Performance of seasonal unit root tests for monthly data. (English) Zbl 0940.62080 J. Appl. Stat. 26, No. 8, 985-1004 (1999). MSC: 62M10 62P20 91B84 65C05 65C60 PDFBibTeX XMLCite \textit{P. M. M. Rodrigues} and \textit{D. R. Osborn}, J. Appl. Stat. 26, No. 8, 985--1004 (1999; Zbl 0940.62080) Full Text: DOI
Östermark, Ralf; Höglund, Rune Simulating competing cointegration tests in a bivariate system. (English) Zbl 0968.62064 J. Appl. Stat. 26, No. 7, 831-846 (1999). MSC: 62M10 62P20 65C05 PDFBibTeX XMLCite \textit{R. Östermark} and \textit{R. Höglund}, J. Appl. Stat. 26, No. 7, 831--846 (1999; Zbl 0968.62064) Full Text: DOI