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Measurement errors and outliers in seasonal unit root testing

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Author Info
Haldrup, Niels
Montanes, Antonio
Sanso, Andreu

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4D5P71V-1/2/f74f5b60caf40bd46caee70e8aacb9f4
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 127 (2005)
Issue (Month): 1 (July)
Pages: 103-128
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Handle: RePEc:eee:econom:v:127:y:2005:i:1:p:103-128

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Niels Haldrup & Andreu Sansó, 2006. "A Note on the Vogelsang Test for Additive Outliers," Economics Working Papers 2006-01, School of Economics and Management, University of Aarhus. [Downloadable!]
  2. Niels Haldrup & Antonio Montañés & Andreu Sansó, 2005. "Testing for Additive Outliers in Seasonally Integrated Time Series," DEA Working Papers 15, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
    Other versions:
  3. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  4. Cizek, Pavel, 2006. "Efficient robust estimation of regression models," Discussion Paper 8, Tilburg University, Center for Economic Research.
  5. Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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