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ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
Castro, Tomás del Barrio; Osborn, Denise R.; Taylor, … - In: Econometric theory 28 (2012) 5, pp. 1121-1144
Persistent link: https://www.econbiz.de/10010028020
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Cointegration for periodically integrated processes
Barrio Castro, Tomás del; Osborn, Denise R. - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10003894119
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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
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás; Osborn, Denise R.; … - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
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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
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Testing for seasonal unit roots in periodic integrated autoregressive processes
Barrio Castro, Tomas del; Osborn, Denise R. - In: Econometric theory 24 (2008) 4, pp. 1093-1129
Persistent link: https://www.econbiz.de/10003736867
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TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
Castro, Tomas del Barrio; Osborn, Denise R. - In: Econometric theory 24 (2008) 4, pp. 1093-1130
Persistent link: https://www.econbiz.de/10008068999
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The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 29 (2013) 6, pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724