Tests of the Seasonal Unit Root Hypothesis Against Heteroscedastic Seasonal Integration
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Other versions of this item:
- Taylor, A M Robert & Smith, Richard J, 2001. "Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 192-207, April.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsUNIT ROOTS ; TESTS;
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- 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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