HEGY test under seasonal heterogeneity
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Cited by:
- Giuseppe Cavaliere & Anton Skrobotov & A. M. Robert Taylor, 2019.
"Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(5), pages 509-532, May.
- 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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Physical Sciences and Mathematics;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-09-04 (Econometrics)
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