Díaz-Emparanza, Ignacio; Moral, M. Paz - In: Statistics & Probability Letters 86 (2014) C, pp. 44-49
The seasonal stability tests of Canova and Hansen (1995) (CH) provide a method complementary to that of Hylleberg et al. (1990) for testing for seasonal unit roots. But the distributions of the CH tests are unknown for small samples. We present a method for numerically computing critical values...
