Powerful nonparametric seasonal unit root tests
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DOI: 10.1016/j.econlet.2018.03.011
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Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-21, February.
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More about this item
Keywords
Seasonal unit roots; Fractional integration; Non-parametric;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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