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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M.M.
;
Taylor, A.M.Robert
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 35-74
Persistent link: https://www.econbiz.de/10006757762
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M.M.
;
Taylor, A.M.Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 548-573
Persistent link: https://www.econbiz.de/10007859778
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