Testing for unit roots in seasonal time series

Bell, 1984, Issues involved with seasonal adjustment of economic time series, Journal of Business and Economic Statistics, 2, 526 Bell, 1987, A note on over-differencing and the equivalence of seasonal time series models with monthly means and models with (0, 1, 1)12 seasonal parts when θ = 1, Journal of Business and Economic Statistics, 5, 383, 10.2307/1391613 Chan, 1988, Limiting distributions of least squares estimates of unstable autoregressive processes, Annals of Statistics, 16, 367, 10.1214/aos/1176350711 Dickey, 1979, Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, 427, 10.2307/2286348 Dickey, 1986, Unit roots in time series models: Tests and implications, The American Statistician, 40, 12, 10.2307/2683112 Dickey, 1984, Testing for unit roots in seasonal time series, Journal of the American Statistical Association, 79, 355, 10.2307/2288276 Engle, 1990, Seasonal cointegration: The Japanese consumption function, Journal of Econometrics, 55, 275, 10.1016/0304-4076(93)90016-X Evans, 1984, Testing for unit roots: 2, Econometrica, 52, 1241, 10.2307/1910998 Franses, 1990, A multivariate approach to modeling univariate seasonal time series, Journal of Econometrics Ghysels, 1991 Ghysels, 1993, The effect of seasonal adjustment filters on tests for a unit root, Journal of Econometrics, 55, 56, 10.1016/0304-4076(93)90004-O Ghysels, 1991, Testing for unit roots in seasonal time series: Some theoretical extensions and a Monte Carlo investigation Hasza, 1982, Testing for nonstationary parameter specifications in seasonal time series models, Annals of Statistics, 10, 1209, 10.1214/aos/1176345985 Hendry, 1989 Hillmer, 1983, Modelling considerations in the seasonal adjustment of economic time series Hylleberg, 1990, Seasonal integration and cointegration, Journal of Econometrics, 44, 215, 10.1016/0304-4076(90)90080-D Osborn, 1991, The implications of periodically varying coefficients for seasonal time-series processes, Journal of Econometrics, 48, 373, 10.1016/0304-4076(91)90069-P Osborn, 1988, Seasonality and the order of integration for consumption, Oxford Bulletin of Economics and Statistics, 50, 361, 10.1111/j.1468-0084.1988.mp50004002.x Perron, 1989, The great crash, the oil price shock and the unit root hypothesis, Econometrica, 57, 1361, 10.2307/1913712 Phillips, 1987, Time series regression with a unit root, Econometrica, 55, 277, 10.2307/1913237 Said, 1991, Unit-root test for time-series data with a linear time trend, Journal of Econometrics, 47, 285, 10.1016/0304-4076(91)90104-L Said, 1984, Test for unit roots in autoregressive-moving average models of unknown order, Biometrika, 71, 599, 10.1093/biomet/71.3.599 Schwert, 1989, Tests for unit roots: A Monte Carlo investigation, Journal of Business and Economic Statistics, 7, 147, 10.2307/1391432