1. Bootstrap seasonal unit root test under periodic variation. (2021). Zou, Nan ; Politis, Dimitris N.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:19:y:2021:i:c:p:1-21.

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2. Semi-Parametric Seasonal Unit Root Tests. (2015). Taylor, Robert ; Rodrigues, Paulo ; del Barrio Castro, Tomás ; Robert, A M.
   In: DEA Working Papers.
   RePEc:ubi:deawps:72.

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3. Prediction and simulation using simple models characterized by nonstationarity and seasonality. (2015). Swanson, Norman ; Urbach, Richard .
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:40:y:2015:i:c:p:312-323.

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4. Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality. (2013). Swanson, Norman ; Urbach, Richard .
   In: Departmental Working Papers.
   RePEc:rut:rutres:201323.

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5. On Augmented HEGY Tests for Seasonal Unit Roots. (2011). Taylor, Robert ; Osborn, Denise ; del Barrio Castro, Tomás ; Tomas del Barrio Castro, ; A. M. Robert Taylor, .
   In: Economics Discussion Paper Series.
   RePEc:man:sespap:1121.

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6. Using the HEGY Procedure When Not All Roots Are Present. (2007). del Barrio Castro, Tomás.
   In: Working Papers in Economics.
   RePEc:bar:bedcje:2007170.

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7. On the performance of the DHF tests against nonstationary alternatives. (2006). del Barrio Castro, Tomás.
   In: Statistics & Probability Letters.
   RePEc:eee:stapro:v:76:y:2006:i:3:p:291-297.

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8. Measurement errors and outliers in seasonal unit root testing. (2005). Sansó, Andreu ; Montañés, Antonio ; Haldrup, Niels ; Montanes, Antonio .
   In: Journal of Econometrics.
   RePEc:eee:econom:v:127:y:2005:i:1:p:103-128.

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9. Alternative estimators and unit root tests for seasonal autoregressive processes. (2004). Taylor, Robert ; Rodrigues, Paulo.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:120:y:2004:i:1:p:35-73.

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10. The robustness of tests for seasonal differencing to structural breaks. (2001). Silva Lopes, Artur.
    In: Economics Letters.
    RePEc:eee:ecolet:v:71:y:2001:i:2:p:173-179.

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11. A note on the application of the DF test to seasonal data. (2000). Rodrigues, Paulo.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:47:y:2000:i:2:p:171-175.

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12. Measurement Errors and Outliers in Seasonal Unit Root Testing. (2000). Sansó, Andreu ; Montañés, Antonio ; Haldrup, Niels.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2000-8.

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13. Testing for Unit Roots in Semi-Annual Data. (1999). Giles, David ; Feltham, Sandra G..
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:9912.

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14. Seasonal Nonstationarity and Near-Nonstationarity. (1999). Rodrigues, Paulo ; Osborn, Denise ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-05.

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   In: Journal of Time Series Analysis.
   RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29.

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2. Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio, Tomas.
   In: MPRA Paper.
   RePEc:pra:mprapa:112731.

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3. Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio Castro, Tomás.
   In: MPRA Paper.
   RePEc:pra:mprapa:106603.

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4. Bootstrap seasonal unit root test under periodic variation. (2021). Zou, Nan ; Politis, Dimitris N.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:19:y:2021:i:c:p:1-21.

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5. On cointegration for processes integrated at different frequencies. (2020). Osborn, Denise ; del Barrio Castro, Tomás ; Cubadda, Gianluca ; Cubada, Ginaluca.
   In: MPRA Paper.
   RePEc:pra:mprapa:102611.

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6. Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam.
   In: Computational Economics.
   RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x.

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7. Forecasting seasonal time series data: a Bayesian model averaging approach. (2018). Weber, Enzo ; Vosseler, Alexander.
   In: Computational Statistics.
   RePEc:spr:compst:v:33:y:2018:i:4:d:10.1007_s00180-018-0801-3.

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8. Semi-Parametric Seasonal Unit Root Tests. (2015). Taylor, Robert ; Rodrigues, Paulo ; del Barrio Castro, Tomás ; Robert, A M.
   In: DEA Working Papers.
   RePEc:ubi:deawps:72.

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9. Futures prices, trade and domestic supply of agricultural commodities. (2015). Mendez Parra, Maximiliano ; Mendezparra, Maximiliano.
   In: Economics PhD Theses.
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10. An analysis of the trade balance for OECD countries using periodic integration and cointegration. (2015). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam.
    In: Empirical Economics.
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11. Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina. (2015). Mendez Parra, Maximiliano.
    In: MPRA Paper.
    RePEc:pra:mprapa:63831.

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12. Prediction and simulation using simple models characterized by nonstationarity and seasonality. (2015). Swanson, Norman ; Urbach, Richard .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:312-323.

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13. Forecasting German car sales using Google data and multivariate models. (2015). Fantazzini, Dean ; Toktamysova, Zhamal .
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:170:y:2015:i:pa:p:97-135.

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14. Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data. (2014). Fantazzini, Dean ; Fantazziini, Dean .
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    RePEc:pra:mprapa:59696.

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15. Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data. (2014). Fantazzini, Dean.
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    RePEc:plo:pone00:0111894.

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16. Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality. (2013). Swanson, Norman ; Urbach, Richard .
    In: Departmental Working Papers.
    RePEc:rut:rutres:201323.

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17. The trade balance in euro countries: a natural case study of periodic integration with a changing mean. (2013). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam ; Tomas del Barrio Castro, .
    In: Working Papers.
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18. An analysis of the trade balance for OECD countries using periodic integration and cointegration. (2013). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam ; Tomas del Barrio Castro, .
    In: Working Papers.
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19. Forecasting Tourism Demand: The Role of Seasonality. (2012). Vergori, Anna Serena.
    In: Tourism Economics.
    RePEc:sae:toueco:v:18:y:2012:i:5:p:915-930.

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20. On Augmented HEGY Tests for Seasonal Unit Roots. (2011). Taylor, Robert ; Osborn, Denise ; del Barrio Castro, Tomás ; Tomas del Barrio Castro, ; A. M. Robert Taylor, .
    In: Economics Discussion Paper Series.
    RePEc:man:sespap:1121.

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21. Nonparametric Tests for Periodic Integration. (2011). Osborn, Denise ; del Barrio Castro, Tomás ; Tomás del Barrio Castro, .
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:4.

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22. Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series. (2010). Kumawat, Lokendra ; Dua, Pami.
    In: Working Papers.
    RePEc:ess:wpaper:id:3005.

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23. Regional unemployment forecasts with spatial interdependencies. (2010). Schanne, Norbert ; Wapler, R. ; Weyh, A..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:4:p:908-926.

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24. Multi-horizon inflation forecasts using disaggregated data. (2010). Ramos Francia, Manuel ; Capistrán, Carlos ; Ramos-Francia, Manuel ; Constandse, Christian .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:3:p:666-677.

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25. THE EFFECT OF GOVERNMENT POLICY ON TOBACCO ADVERTISING STRATEGIES. (2010). Wei, Yingqi ; Lenton, Pamela ; Elliott, Caroline.
    In: Bulletin of Economic Research.
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26. Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters. (2009). Duchesne, Pierre ; Ursu, Eugen.
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27. Using Seasonal Models to Forecast Short-Run Inflation in Mexico. (2009). Ramos Francia, Manuel ; Capistrán, Carlos ; Ramosfrancia, Manuel ; Constandse, Christian .
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28. Real (effective) exchange rate in Uruguay: a periodic cointegration approach. (2008). Bucacos, Elizabeth.
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    RePEc:cml:moneta:v:xxxi:y:2008:i:2:p:265-289.

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29. Marcos de implementación de la política monetaria: un análisis comparativo. (2008). Monnet, Cyril ; Martin, Antoine.
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30. Canal de crédito bancario en Brasil: evidencia de la oferta de crédito bancario y de la composición del financiamiento externo de las empresas. (2008). de Oliveira, Fernando N..
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31. Una descripción de la dinámica de las tasas de interés de corto plazo en Colombia. (2008). Melo-Velandia, Luis ; Becerra, Oscar ; oscar Reinaldo Becerra Camargo, ; Melovelandia, Luis Fernando.
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32. Regression-based seasonal unit root tests. (2007). Taylor, Robert ; Smith, Richard ; del Barrio Castro, Tomás ; Tomas del Barrio Castro, ; A. M. Robert Taylor, .
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33. Asymmetry and nonstationarity for a seasonal time series model. (2007). Lee, Oesook ; Shin, Dong Wan.
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34. Using the HEGY Procedure When Not All Roots Are Present. (2007). del Barrio Castro, Tomás.
    In: Working Papers in Economics.
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35. Deterministic seasonality in Dickey–Fuller tests: should we care?. (2006). Silva Lopes, Artur.
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    RePEc:spr:empeco:v:31:y:2006:i:1:p:165-182.

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36. An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques. (2006). Martinez-Espineira, Roberto.
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37. On the performance of the DHF tests against nonstationary alternatives. (2006). del Barrio Castro, Tomás.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:76:y:2006:i:3:p:291-297.

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38. A study of the relationship between regional ferrous scrap prices in the USA, 1958-2004. (2006). Evans, Mark.
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39. Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices. (2005). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
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40. A sequential approach to testing seasonal unit roots in high frequency data. (2005). Rodrigues, Paulo ; Franses, Philip Hans.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:32:y:2005:i:6:p:555-569.

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41. Cointegration for Periodically Integrated Processes. (2005). Osborn, Denise ; del Barrio Castro, Tomás ; Tomas del Barrio Castro, .
    In: Economics Discussion Paper Series.
    RePEc:man:sespap:0522.

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42. Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series. (2005). Kumawat, Lokendra ; Dua, Pami.
    In: Working papers.
    RePEc:cde:cdewps:136.

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43. Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?. (2004). Silva Lopes, Artur.
    In: Econometrics.
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44. Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices. (2004). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
    In: Econometric Society 2004 Australasian Meetings.
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45. Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles. (2004). Pons Rotger, Gabriel.
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46. Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices. (2003). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20030071.

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47. A sequential approach to testing seasonal unit roots in high frequency data. (2003). Rodrigues, Paulo ; Franses, Philip Hans ; Rodrigues, P. M. M., ; Franses, Ph. H. B. F., .
    In: Econometric Institute Research Papers.
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48. TESTING FOR PERIODIC STATIONARITY. (2002). Kurozumi, Eiji.
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49. ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH. (2002). Rodrigues, Paulo ; Osborn, Denise.
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50. On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity. (2001). Taylor, Robert ; Burridge, Peter.
    In: Journal of Econometrics.
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51. The robustness of tests for seasonal differencing to structural breaks. (2001). Silva Lopes, Artur.
    In: Economics Letters.
    RePEc:eee:ecolet:v:71:y:2001:i:2:p:173-179.

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52. Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments. (2000). Shin, Dong Wan ; So, Beong Soo.
    In: Journal of Econometrics.
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53. Forecasting with periodic autoregressive time series models. (1999). Paap, Richard ; Franses, Philip Hans ; Franses, Ph. H. B. F., .
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54. Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap. (1999). Aylen, Jonathan ; Albertson, Kevin.
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55. Seasonal Nonstationarity and Near-Nonstationarity. (1999). Rodrigues, Paulo ; Osborn, Denise ; Ghysels, Eric.
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    RePEc:cir:cirwor:99s-05.

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56. Forecasting Seasonal UK Consumption Components. (1997). Smith, Jeremy ; Clements, Michael.
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57. Periodically integrated autoregression with a structural break. (1997). Maekawa, Koichi.
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58. Performance of periodic error correction models in forecasting consumption data. (1997). Herwartz, Helmut.
    In: International Journal of Forecasting.
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59. Modelling seasonal patterns and long-run trends in U.S. time series. (1997). Wells, J. M..
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60. Forecasting with periodic models A comparison with time invariant coefficient models. (1997). Novales, Alfonso ; de Fruto, Rafael Flores.
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61. Multiple unit roots in periodic autoregression. (1997). Haldrup, Niels ; Franses, Philip Hans ; Boswijk, H. Peter.
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62. Impulse response functions for periodic integration. (1997). Franses, Philip Hans ; Breitung, Jörg.
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63. Forecasting Seasonal UK Consumption Components. (1997). Smith, Jeremy ; Clements, Michael.
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64. Testing Nested and Non-Nested Periodically Integrated Autoregressive Models.. (1995). Franses, Philip Hans.
    In: Tilburg - Center for Economic Research.
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