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~subject:"Seasonal variations"
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Seasonal variations
Theorie
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Unit root test
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115
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innovation
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Taylor, Robert
25
Rodrigues, Paulo M. M.
6
Smith, Richard J.
6
Franses, Philip Hans
5
Taylor, A. M. Robert
5
Barrio Castro, Tomás del
2
Boswijk, Herman Peter
2
Burridge, Peter
2
Leybourne, Stephen James
2
Osborn, Denise R.
2
Astill, S.
1
Barrio Castro, Tomas del
1
Castro, Tomás del Barrio
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Ercolani, Joanne S.
1
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Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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2
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
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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
Locally optimal tests against seasonal unit roots
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415830
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5
Een nieuwe visie op het modelleren van economische seizoenstijdreeksen
Franses, Philip Hans
- In:
Maandschrift economie : tijdschrift voor algemeen …
57
(
1993
)
3
,
pp. 233-237
Persistent link: https://www.econbiz.de/10001161754
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6
Testing for periodic integration
Boswijk, Herman Peter
- In:
Economics letters
48
(
1995
)
3
,
pp. 241-248
Persistent link: https://www.econbiz.de/10001184868
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7
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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8
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
Saved in:
9
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 548-573
Persistent link: https://www.econbiz.de/10003571323
Saved in:
10
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003393127
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