The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests
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- Paulo M.M. Rodrigues & Tomás del Barrio Castro, 2011. "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers w201124, Banco de Portugal, Economics and Research Department.
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Cited by:
- Tomás Del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015.
"On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(4), pages 495-511, August.
- Tomás del Barrio Castro & Paulo M.M. Rodrigues & A.M. Robert Taylor, 2013. "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles," CEFAGE-UE Working Papers 2013_11, University of Evora, CEFAGE-UE (Portugal).
- Ricardo Quineche & Gabriel Rodríguez, 2017. "Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations," Econometrics, MDPI, vol. 5(2), pages 1-10, April.
- Rua, António, 2017.
"A wavelet-based multivariate multiscale approach for forecasting,"
International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
- António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
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