The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
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- Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013. "The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 29(06), pages 1289-1313, December.
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Cited by:
- António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
- repec:eee:intfor:v:33:y:2017:i:3:p:581-590 is not listed on IDEAS
- 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).
- repec:gam:jecnmx:v:5:y:2017:i:2:p:17-:d:95932 is not listed on IDEAS
More about this item
JEL classification:
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2011-09-22 (All new papers)
- NEP-ECM-2011-09-22 (Econometrics)
- NEP-ETS-2011-09-22 (Econometric Time Series)
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