Powerful nonparametric seasonal unit root tests
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference12 articles.
1. On augmented HEGY tests for seasonal unit roots;Barrio Castro;Econometric Theory,2012
2. The performance of lag selection and detrending methods for HEGY seasonal unit root tests;Barrio Castro;Econometric Rev.,2016
3. Efficient tests for the presence of a pair of complex conjugate unit roots in real time series;Gregoir;J. Econometrics,2006
4. Seasonal integration and cointegration;Hylleberg;J. Econometrics,1990
5. Nearly efficient likelihood ratio tests for seasonal unit roots;Jansson;J. Time Ser. Econom.,2011
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