Testing of Unit Root Cycles in the Swedish Economy
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References listed on IDEAS
- Josu Arteche & Peter M. Robinson, 2000.
"Semiparametric Inference in Seasonal and Cyclical Long Memory Processes,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 21(1), pages 1-25, January.
- Arteche, Josu & Robinson, Peter M., 1998. "Semiparametric inference in seasonal and cyclical long memory processes," LSE Research Online Documents on Economics 2203, London School of Economics and Political Science, LSE Library.
- Gregoir, Stephane, 2006. "Efficient tests for the presence of a pair of complex conjugate unit roots in real time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 45-100, January.
- Alok Bhargava, 1986. "On the Theory of Testing for Unit Roots in Observed Time Series," Review of Economic Studies, Oxford University Press, vol. 53(3), pages 369-384.
More about this item
KeywordsLong memory; unit root cycles; macroeconomic time series;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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