Shin, Dong Wan; Oh, Man-Suk - In: Statistics & Probability Letters 50 (2000) 3, pp. 207-218
Semiparametric extensions of the seasonal unit root tests for the model of Dickey et al. (1984, J. Amer. Statist. Assoc. 79, 355) are proposed. Development of semiparametric extensions based on the ordinary least-squares estimator (OLSE) is impossible for the regression of Dickey et al. (1984)...