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~subject:"Einheitswurzeltest"
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Einheitswurzeltest
Schätztheorie
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Smith, Richard J.
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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ECONIS (ZBW)
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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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2
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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3
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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4
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
Saved in:
5
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, A. M. Robert
-
1999
Persistent link: https://www.econbiz.de/10001379412
Saved in:
6
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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