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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
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Regression-based seasonal unit root tests
Smith, Richard J.; Taylor, Robert; Barrio Castro, Tomas del - In: Econometric theory 25 (2009) 2, pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
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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
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
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Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409493
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Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.; Taylor, Robert - 1998
Persistent link: https://www.econbiz.de/10001396969
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Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert; Smith, Richard J. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
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Special issue of Econometric theory in honor of Professor Richard J. Smith : guest editors' introduction
Jansson, Michael (ed.); Taylor, Robert (ed.);  … - In: Econometric theory 34 (2018) 2, pp. 247-252
Persistent link: https://www.econbiz.de/10011950951