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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
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Nonparametric tests for periodic integration
Barrio Castro, Tomás del; Osborn, Denise R. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10009623244
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On augmented HEGY tests for seasonal unit roots
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - 2011
Persistent link: https://www.econbiz.de/10009373427
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HEGY tests in the presence of moving averages
Barrio Castro, Tomás del; Osborn, Denise R. - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 691-704
Persistent link: https://www.econbiz.de/10009308822
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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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Nonparametric tests for periodic integration
Barrio Castro, Tomás del; Osborn, Denise R. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10010029878
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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 cointegration for processes integrated at different frequencies
Barrio Castro, Tomás del; Cubadda, Gianluca; Osborn, … - 2020
Persistent link: https://www.econbiz.de/10012489057