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Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests

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Author Info
Richard Smith
Robert Taylor

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Paper provided by Department of Economics, University of York in its series Discussion Papers with number 95/43.

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Handle: RePEc:yor:yorken:95/43

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  1. 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!]
  2. Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, EconWPA. [Downloadable!]
  3. Wang, Dabin & Tomek, William G., 2004. "Commodity Prices And Unit Root Tests," 2004 Annual meeting, August 1-4, Denver, CO 20141, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  4. P.M.M. Rodrigues & P.H. Franses, 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Report 318, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  5. Sandra G. Feltham & David E.A. Giles, 1999. "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers 9912, Department of Economics, University of Victoria. [Downloadable!]
  6. 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!]
  7. Tomas del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Working Papers in Economics 170, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
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  8. Paulo M. M. Rodrigues, Denise R. Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor and Francis Journals, vol. 26(8), pages 985-1004, December. [Downloadable!] (restricted)
  9. Paulo M.M. Rodrigues & A.M. Robert Taylor, 2004. "Efficient Tests of the Seasonal Unit Root Hypothesis," Economics Working Papers ECO2004/29, European University Institute. [Downloadable!]
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  10. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 221-241. [Downloadable!] (restricted)
  11. Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society. [Downloadable!]
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