On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles
Year of publication: |
2013
|
---|---|
Authors: | Castro, Tomás del Barrio ; Rodrigues, Paulo M.M. ; Taylor, A.M. Robert |
Institutions: | Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora |
Subject: | Phillips-Perron unit root test | Non-stationarity | Serial correlation | Cyclicality | Busi- ness cycles |
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