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On Regression-Based Tests for Seasonal Unit Roots in the Presence of Periodic Heteroscedasticity

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Author Info
Burridge, P.
Taylor, A.M.R.

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Abstract

In this paper, we analyse the behaviour of regression-based tests for seasonal unit roots when the error is periodically heteroscedastic. We show, using the case of quaterly data to illustrate, that the limiting null distribution of tests for unit roots at the zero and Nyquist frequencies are unaffected by the presence od periodic heteroscedastic behaviour in the error process.

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Publisher Info
Paper provided by Department of Economics, University of Birmingham in its series Discussion Papers with number 99-10.

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Length: 17 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:bir:birmec:99-10

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Postal: Edgbaston, Birmingham, B15 2TT
Web page: http://www.economics.bham.ac.uk
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Related research
Keywords: HETEROSKEDASTICITY ECONOMETRICS TIME SERIES

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Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models

Cited by:
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  1. 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:
  2. Peter Burridge & Frida Gjorstrup & A.M. Robert Taylor, 2004. "Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series," City University Economics Discussion Papers 04/08, Department of Economics, City University, London. [Downloadable!]
  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. Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society. [Downloadable!]
    Other versions:
  5. Rotger, Gabriel Pons, . "Testing for Seasonal Unit Roots with Temporally Aggregated Time Series," Economics Working Papers 2003-16, School of Economics and Management, University of Aarhus. [Downloadable!]
  6. A.M.R. Taylor & D.J.C. van Dijk, 1999. "Testing for stochastic unit roots - Some Monte Carlo evidence," Econometric Institute Report 149, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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