{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,10]],"date-time":"2026-10-10T07:03:42Z","timestamp":1791615822424,"version":"4.3.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2001,3,3]],"date-time":"2001-03-03T00:00:00Z","timestamp":983577600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,4]]},"abstract":"<jats:p>Seasonal autoregressive models with a polynomial \ntrend of higher degee are treated. In the unit root case, \nthe limiting distribution of the normalized least squares \nestimator for the autoregressive parameter and that of \nthe corresponding <jats:italic>t<\/jats:italic>-statistic are discussed as \nthe length of the sample period tends to infinity. In the \ncase where the polynomial trend has the second or third \ndegree, the joint moment generating functions associated \nwith these limiting distributions are derived, and some \nsimulation results are reported. The asymptotic behavior \nof these limiting distributions is discussed when the polynomial \ndegree or the number of seasons tends to infinity.<\/jats:p>","DOI":"10.1017\/s026646660117204x","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"357-385","source":"Crossref","is-referenced-by-count":8,"title":["UNIT ROOT SEASONAL AUTOREGRESSIVE MODELS WITH A POLYNOMIAL \nTREND OF HIGHER DEGREE"],"prefix":"10.1017","volume":"17","author":[{"given":"Seiji","family":"Nabeya","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2001,3,3]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646660117204X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T19:29:06Z","timestamp":1554751746000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646660117204X\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,3,3]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2001,4]]}},"alternative-id":["S026646660117204X"],"URL":"https:\/\/doi.org\/10.1017\/s026646660117204x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,3,3]]}}}