Asymptotic Distributions For Regression-Based Seasonal Unit Root Test Statistics In A Near-Integrated Model
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Volume (Year): 20 (2004)
Issue (Month): 04 (August)
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- Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2007. "Efficient tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 141(2), pages 548-573, December.
- Paulo M.M. Rodrigues & A.M. Robert Taylor, "undated". "Efficient Tests of the Seasonal Unit Root Hypothesis," Discussion Papers 06/12, University of Nottingham, School of Economics.
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- Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert, 2016. "Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility," Working Papers wpaper-2016-269, Gaidar Institute for Economic Policy, revised 2016.
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