Regression-based seasonal unit root tests
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- Smith, Richard J. & Taylor, A.M. Robert & del Barrio Castro, Tomas, 2009. "Regression-Based Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 25(2), pages 527-560, April.
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Keywords
Seasonal unit root tests; seasonal drifts; characterisation theorem;All these keywords.
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