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~person:"Taylor, Robert"
~person:"Williams, Dan"
~subject:"Unit root test"
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Search: subject_exact:"Seasonal adjustment"
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Unit root test
Saisonkomponente
16
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16
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11
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11
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11
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10
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10
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Taylor, Robert
Williams, Dan
Osborn, Denise R.
7
Rodrigues, Paulo M. M.
6
Hassler, Uwe
5
Kunst, Robert M.
5
Franses, Philip Hans
4
Barrio Castro, Tomás del
3
Gil-Alaña, Luis A.
3
Lopes, Artur C. B. da Silva
3
Seong, Byeongchan
3
Barrio Castro, Tomas del
2
Diebold, Francis X.
2
Díaz-Emparanza, Ignacio
2
El Montasser, Ghassen
2
Eroğlu, Burak Alparslan
2
Ghysels, Eric
2
Haldrup, Niels
2
Harvey, David I.
2
Kilian, Lutz
2
Leybourne, Stephen James
2
Montañes, Antonio
2
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2
Popp, Stephan
2
Sansó, Andreu
2
Shin, Dong-wan
2
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2
Swanson, Norman R.
2
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2
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2
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1
Astorkiza, Kepa
1
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1
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1
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1
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1
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1
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1
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1
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3
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2
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1
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1
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1
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
Saved in:
2
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
3
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
4
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
Saved in:
5
On augmented hegy tests for seasonal unit roots
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1121-1143
Persistent link: https://www.econbiz.de/10009714720
Saved in:
6
Variance ratio tests of the seasonal unit root hypothesis
Taylor, Robert
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10002439367
Saved in:
7
Bootstrapping the HEGY seasonal unit root tests
Burridge, Peter
;
Taylor, Robert
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10002223722
Saved in:
8
Robust stationarity tests in seasonal time series processes
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 156-163
Persistent link: https://www.econbiz.de/10001728891
Saved in:
9
Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 269-281
Persistent link: https://www.econbiz.de/10001660383
Saved in:
10
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 309-336
Persistent link: https://www.econbiz.de/10001633661
Saved in:
1
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