{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,13]],"date-time":"2026-10-13T10:36:22Z","timestamp":1791887782478,"version":"4.3.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[1998,12,1]],"date-time":"1998-12-01T00:00:00Z","timestamp":912470400000},"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":[[1998,12]]},"abstract":"<jats:p>This paper derives the joint moment generating \nfunction of quadratic forms occurring in seasonal autoregressive \nmodels under stationary, unit root, and explosive specifications. \nThe results are then used to investigate the impact of \nthe seasonal periodicity parameter on various distributional \nresults for both the normalized ordinary least squares \ncoefficient and <jats:italic>t<\/jats:italic>-ratio and its effects on the \nasymptotic bias of parameter estimates.<\/jats:p>","DOI":"10.1017\/s0266466698146030","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"770-782","source":"Crossref","is-referenced-by-count":2,"title":["MOMENT GENERATING FUNCTIONS AND FURTHER EXACT RESULTS FOR \nSEASONAL AUTOREGRESSIONS"],"prefix":"10.1017","volume":"14","author":[{"given":"Jean-Yves","family":"Pitarakis","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1998,12,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698146030","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,10]],"date-time":"2019-05-10T15:40:39Z","timestamp":1557502839000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698146030\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,12]]},"references-count":0,"journal-issue":{"issue":"6","published-print":{"date-parts":[[1998,12]]}},"alternative-id":["S0266466698146030"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698146030","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,12]]}}}