NEAR SEASONAL INTEGRATION
研究了Hylleberg等人提出的季节性单位根检验在近整合框架下的渐近性质，给出了特征根接近单位根时的渐近功效函数，为开发更有效的检验方法提供了基础。
This paper presents asymptotic results for the seasonal unit root test proposed by Hylleberg, Engle, Granger and Yoo (1990, Journal of Econometrics 44, 215–238) in a near integration context. The findings are important in that they provide the asymptotic power functions of the Hylleberg et al. statistics when the characteristic roots of a seasonal process are local to unity. These conclusions extend the available asymptotic results for this test and serve as a framework for the potential development of more powerful test procedures.